Found an answer here, don't know if anyone's implemented it for R though. www.iop.org/EJ/article/0022-3735/22/4/002/jev22i4p215.pdf
James Gerard M. Keogh wrote: > James, > > look up "errors in variables" models or "instrumental variable" models in > econometrics. > > The statistics alternative is a "random effects" or "mixed effects" model > which plugs the variation in the x's into a randomly varying parameter - > these are available in R (?lmer or glmm - I think). > Someone on the list much more knowledgeable than I about these will be able > to give you some help if you ask a good question. > > Gerard > > > > > James Allsopp > <jamesaalls...@go > oglemail.com> To > Sent by: r-help@r-project.org > r-help-boun...@r- cc > project.org > Subject > [R] Linear least squares fit with > 07/05/2009 15:19 errors in both x and y values. > > > > > > > > > > > HI, > I'd like to perform a weighted linear least squares fit with R on data > with varying errors on both vectors. I can do this with one axis using > lm, but have no idea where to go from here. I've tried googling, but no > idea. Any suggestions? > > Thanks, > James > > ______________________________________________ > 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. > > > > ********************************************************************************** > The information transmitted is intended only for the person or entity to > which it is addressed and may contain confidential and/or privileged > material. Any review, retransmission, dissemination or other use of, or > taking of any action in reliance upon, this information by persons or > entities other than the intended recipient is prohibited. If you received > this in error, please contact the sender and delete the material from any > computer. It is the policy of the Department of Justice, Equality and Law > Reform and the Agencies and Offices using its IT services to disallow the > sending of offensive material. > Should you consider that the material contained in this message is offensive > you should contact the sender immediately and also mailminder[at]justice.ie. > > Is le haghaidh an duine nó an eintitis ar a bhfuil sí dírithe, agus le > haghaidh an duine nó an eintitis sin amháin, a bheartaítear an fhaisnéis a > tarchuireadh agus féadfaidh sé go bhfuil ábhar faoi rún agus/nó faoi > phribhléid inti. Toirmisctear aon athbhreithniú, atarchur nó leathadh a > dhéanamh ar an bhfaisnéis seo, aon úsáid eile a bhaint aisti nó aon ghníomh a > dhéanamh ar a hiontaoibh, ag daoine nó ag eintitis seachas an faighteoir > beartaithe. Má fuair tú é seo trí dhearmad, téigh i dteagmháil leis an > seoltóir, le do thoil, agus scrios an t-ábhar as aon ríomhaire. Is é beartas > na Roinne Dlí agus Cirt, Comhionannais agus Athchóirithe Dlí, agus na nOifígí > agus na nGníomhaireachtaí a úsáideann seirbhísí TF na Roinne, seoladh ábhair > cholúil a dhícheadú. > Más rud é go measann tú gur ábhar colúil atá san ábhar atá sa teachtaireacht > seo is ceart duit dul i dteagmháil leis an seoltóir láithreach agus le > mailminder[ag]justice.ie chomh maith. > *********************************************************************************** > > ______________________________________________ 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.
