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Correct for attenuation bias in regression slope

understanding the methodology of the Worldwide Governance Indicators is tough (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1682130). They estimate the true governance value by using an ...
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1answer
52 views

Fit error-in-variables polynomial regression using mle2 (R)

I need to fit a polynomial regression that accounts for measurement errors. I found out how to do it with a mcmc model (using RJags) and I would like to do it with a Maximum Likelihood Estimator ...
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How to estimate intercept in error-in-variables linear regression?

I have a simple regression model $$Y=b_0+b_1X+\varepsilon_X$$ $$Z_1 = X+\delta_1$$ $$Z_2=X+\delta_2$$ Where vectors $Y,Z_1,Z_2$ are observed, $\varepsilon_X$ is correlated with $X$, ...
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1answer
97 views

Total least squares with weights

I am looking for a way to perform weighted total least squares in R. I know one can use PCA for this as described nicely in the following post. How to perform orthogonal regression (total least ...
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1answer
311 views

Biased estimator for regression achieving better results than unbiased one in Error In Variables Model

I am working on some syntatic data for Error In Variable model for some research. Currently I have a single independent variable, and I am assuming I know the variance for the true value of the ...
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1answer
131 views

Intuitive meaning of error-in-variables

I understand the explanation of the example of error-in-variables used wikipedia. What I do not understand is how could we explain intuitively the error-in-variables problem? One way would be to say ...
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65 views

Troubles reporting transformed variables for log and sqrt into a general equation

Good morning everybody, I see CrossValidated has really high level of questions and answer; I am just a student so I hope this question is not too basic... Suggestion of further readings available ...
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1answer
174 views

How to do regression with error in variables and known correlations among the errors?

After the very satisfying answer to: How to do regression with known correlations among the errors? I take the question to my next point of interest: What can you do when you have a regression with ...
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202 views

Regression model with heteroskedasticity in both variables

I've been learning (lurking) from this site for a while and I finally have a question I haven't seen answered yet. I'm doing a flight test and trying to fit the resulting data to linear line. From a ...
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157 views

Binary regression with error-in-variables

I try to predict the binary, dependent variable $Y$ using a single predictor $X$. $X$ contains some amount of error, due to measurement problems. I would like to come up with a model for $X$, e.g. ...
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393 views

When submitting analyses to FDA how does using R affect issues of software validation?

I have worked on clinical trials in FDA submissions for many years. I use SAS almost exclusively. Recently I discussed a consulting job I had to bootstrap a Deming regression. Bootstrapping is much ...