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.
