# Questions tagged [errors-in-variables]

Errors in variables are measurement errors which increase the estimation variance (error in the dependent variable) or bias the regression coefficients towards zero (error in the independent variables).

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### 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 ...
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### What can you do when you have predictor variables that are based on group averages with different sample sizes?

Consider a classical data analysis problem where you have an outcome $Y_{i}$ and how it is related to a number of predictors $X_{i1}, ..., X_{ip}$. The basic type of application in mind here is that ...
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### Methods for fitting a “simple” measurement error model

I am looking for methods which can be used to estimate the "OLS" measurement error model. $$y_{i}=Y_{i}+e_{y,i}$$ $$x_{i}=X_{i}+e_{x,i}$$ $$Y_{i}=\alpha + \beta X_{i}$$ Where the errors are ...
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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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### Systematic/measurement error on a linear regression

Suppose I have a set of data ${(x_i,y_i)}$ in which the uncertainty in the measurements ${(\Delta x_i,\Delta y_i)}$ (which come from the propagation of systematic errors from the measurement apparatus)...
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### Regression problem with “error in variables”

Suppose that there is a deterministic relation $y_t=ax_t$ where $x_t,y_t$ are real sequences or real functions and $a$ a constant. But only $X_t=x_t+e_t$ and $Y_t+u_t$ can be observed, with $e_t, u_t$ ...
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### Exponential errors in variables model with known uncertainties

I have $N$ data points that I am trying to fit using a function of the form $y_i = \prod_j {X_{i,j}}^{b_j}, \quad j=1..N$ where $\mathbf X$ and $\mathbf y$ are measured values. The form of this ...
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### Statistical Tests with Data Having Measurement Errors

For example, can the results of the t test on y1 and y2 be interpreted in the usual way (i.e., like the results of the t test on x1 and x2)? If not, how should I go about testing whether or not y1 and ...
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### Linear least-square fitting of two variables with uncertainty on both

I am trying to find an R function to calculate the linear least-square fitting of two variables when both have an error (expressed as standard deviation). I have found this problem referred to in half ...
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### How to do Error in Variables regression with known standard errors

I need some help with EiV regression and comparison of two methods. I have used two different methods to estimate the size of the same population and would like to find out how good method 1 is ...