Re: [R] Total least squares linear regression

2010-02-11 Thread Terry Therneau
This is also called "Deming regression" and perhaps many other things. It is a lively topic in the validation of competing assay methods in the laboratory. I have a function 'deming.R' that does a generalized form of this, based on the (very nice) article below, the code is attached. (The attachme

Re: [R] Total least squares linear regression

2010-02-10 Thread Paul Hiemstra
Hi, The wikipedia shows the matrix algebra that calculates Total regression, you could put this into R code to solve your problem. Also take a look at the pcrcomp or svd function for singular value decmoposition implementation. This would probably not be generic, but that is not a problem for

[R] Total least squares linear regression

2010-02-10 Thread Gnewbee
Dear all, After a thorough research, I still find myself unable to find a function that does linear regression of 2 vectors of data using the "total least squares", also called "orthogonal regression" (see : http://en.wikipedia.org/wiki/Total_least_squares) instead of the "ordinary least squa