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3
votes
1answer
126 views

Estimated critical value for hypothesis testing

For the classical simple linear regression model I have derived an hypothesis test for $H_0\colon \left\{\frac{y^*(x^*)-x^*}{\sigma}>1 \right\}$ where $x^*$ is a given value of the covariate $x$ ...
3
votes
1answer
224 views

Tolerance interval for Deming regression

I am trying to derive (one-sided) tolerance intervals related to the Deming regression model: $$ x_i=x^*_i + \epsilon_i$$ $$ y_i = (\alpha+\beta x^*_i) + \epsilon'_i$$ where the $x^*_i$'s are ...
1
vote
0answers
123 views

Two-stage least squares approach to Deming regression

I am interested in statistical inference for the Deming regression model: $$ x_i=x^*_i + \epsilon_i$$ $$ y_i = (\alpha+\beta x^*_i) + \epsilon'_i$$ where the $x^*_i$'s are nonrandom fixed numbers, ...
2
votes
0answers
282 views

What are good references for Deming's regression?

Do you know some good references (papers or books) for the theoretical inference in Deming's regression model ? EDIT: I was a little disconcerted about a point in Ripley and Thompson's paper ...
12
votes
1answer
468 views

Errors-in-variables regression: is it valid to pool data from three sites?

I recently had a client come to me to do a bootstrap analysis because an FDA reviewer said that their errors-in-variables regression was invalid because when pooling data from sites the analysis ...
3
votes
1answer
1k views

What is the prediction error while using deming regression (weighted total least squares)

Deming Regression is a regression technique taking into account uncertainty in both the explanatory and dependent variable. Although I have found some interesting references on the calculation of ...