# Tagged Questions

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### How to make a covariance matrix from multiple observations of different objects?

I have $N$ objects. From each object, I sample $M$ values $(x,y)$ like so: ...
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### How can additional data with measurement error be used to improve the predicitve accuracy of a model on data without measurement error?

I have two data sets with 7 categorical variables. The first small dataset (100 samples) is the goldstandard and contains only values that are exactly like they are in the data. The second dataset ...
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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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### 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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### Total least squares with weights [duplicate]

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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### 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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### 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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### 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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### 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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### 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 ...
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. ...