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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156 views

Statistical library for orthogonal distance regression with a ridge penalty?

There are many libraries in R and python for doing orthogonal distance regression and for doing ridge regression separately. Is there one for doing them at the same time?
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54 views

Correct error estimation for linear fit

This may be a simple problem, but I want to be thorough in setting up my problem as I'd like to know why I should proceed in one of two ways (or another if someone thinks it is suitable), so please ...
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18 views

How would you attempt to distinguish measurement error from a true distribution but no “true” singular value?

I am self-taught amateur in statistics and I have confusion is based calculations with error-in variables with the added object being measured having a no "true" value but a "true" range. For me, ...
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35 views

Fitting a logarithmic growth curve with error (an interval) of the explanatory variable?

I have a series of human growth data that I wish to fit to a 3 parameter logarithmic growth curve: s(i) = Beta0 + B1*T + B2*ln(t), where s is a length and t is an age. The only problem is that this ...
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142 views

Standard error of mean - under measurement error

I have two observations of a normally distributed random variable: $$ X_1 = 0.02 \\ X_2 = 0.10 $$ Obviously the sample mean equals 0.06, and the standard error of the mean (SEM) is equal to 0.04. ...
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269 views

Deming Regression/Errors-in-Variables with replicates

I have a question about a model related to Deming regression and would appreciate some help and/or publications to further study this model. Statistical Model: \begin{align} X_{i,j}&=\mu_{X,i}+\...
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25 views

Using aggregated data from a database with data from another

Let's say I have two databases, in the first (DB1) there is individual data on how much people trust in the government ($X_{j,r}$), and on the second (DB2) there is individual data on how much people ...
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1answer
979 views

Probability limit calculation

My class notes list the following steps for calculating a plim under classic errors in variables: $$ {\rm plim}\ \beta_1 = \frac{{\rm cov}(\beta_0 + \beta_1 x_1 + \epsilon - \beta_1 e, x_1)}{{\rm var}(...
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733 views

Uncertainty from linear fit on additional data

Let's say I have 5 known data points with coordinates $X$ : Area under curve $Y$ : Activity The 5 points have individual error ($\Delta X_{i}$,$\Delta Y_{i}$) on both $X$ and $Y$ and I know that ...
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1answer
1k views

Probability limit formula for coefficient in errors in variables regression

I found an online resource which lists the plim formula for a simple regression under the classic errors-in-variables assumption as: $$ \text{plim }\beta_1=\frac{{\rm Cov}(y, x_1)}{{\rm Var}(x_1)} $$ ...
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1answer
114 views

Big outlier in dependent variable

I have my data from the official statistics office of my country and I rechecked multiple times already. I have a big outlier skewing all my glm (poisson) modells to the extreme (like 5 times the ...
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1answer
129 views

OLS Assumptions - Errors are normally distributed

I am currently working on a research project based on the data of a big survey. I derived a variable set, which I would like to investigate. Before starting with it, I would like to check the ...
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23 views

Interview question (incomplete): extension of linear regression (errors in variable)

Here is a interview question I head from others, but I think the information may be not complete and correct. Could anyone help me to modify it? Question: Suppose $X\sim N(0,1), \epsilon\sim N(0,1)$ ...
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7 views

Interpolating between poorly-defined stratification levels - modeling with very large errors-in-variables

I'm trying to estimate the mean response error associated with a measurement device (Device A) for concentration of a chemical in solution. The measurement device uses a disposable component whose ...
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18 views

Errors-in-variables with correlated latent variable

Suppose I have data generated as follows: $\tilde{X} = k \cdot X + u$, where X is an unobserved latent variable (say the temperature of the room) and X_tilda is the observed variable (say temperature ...
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440 views

What to do when expectation maximization results are invalid (they don't match the likert scale)

I have missing values (MCAR) for which I used EM to fill in those values. Some of the imputed values are negative integers or zero. I am using a likert scale to measure responses, and thus i need the ...
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1answer
30 views

correlation when x and y are uncertain

Suppose that for $1\le i \le N$ $$\begin{align} Y_i^j &= f(X_i) + \epsilon_y \qquad &1 \le j \le R_y^i \\ Z_i^j &= af(X_i)+b + \epsilon_z \qquad &1 \le j \le R_z^i \end{align}$$ where $...
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1answer
242 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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200 views

linear regression accounting for standard errors of variables

I am trying to figure out what is the best way to estimate beta why accounting for the uncertainty in x and y. For example, I have ...

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