Perhaps it would have been clearer that this is no homework if I hadn't forgotten to say what [1] is. Sorry for that.
[1] https://bugs.r-project.org/bugzilla3/show_bug.cgi?id=15225 (This is no homework but genuinely adresses the problem that R to my knowledge does not have models for error in variables) On Sat, Mar 02, 2013 at 09:34:21PM +0000, Rui Barradas wrote: > There's a no homework policy in R-help. > > Rui Barradas > > Em 02-03-2013 18:28, Cedric Sodhi escreveu: > > In reference to [1], how would you solve the following regression > > problem: > > > > Given observations (X_i,Y_i) with known respective error distributions > > (e_X_i,e_Y_i) (say, 0-mean Gaussian with known STD), find the parameters > > a and b which maximize the Likelihood of > > > > Y = a*X + b > > > > Taking the example further, how many of the very simplified assumptions > > from the above example can be lifted or eased and R still has a method > > for finding an errors-in-variables fit? > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.