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Math Help - Simple algorithm for errors-in-variables problem?

  1. #1
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    Sep 2008
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    Question Simple algorithm for errors-in-variables problem?

    Hello,

    I am facing the following statistical problem:

    Background:
    I have a typical situation of multivariate linear regression analysis: several x-variables, one y-variable. The used numerical recipes code does its job perfectly. So far, so good.

    Problem:
    The situation is not this simple. My basic data are measurement data, with known errors in both the x-variables and in the resulting y-variable. The errors are dependent on the respective variables.

    I have been reading and googling for a while and have found some information about 'errors-in-variables-models'. As it seems to be a current mathematical R&D topic, I have found it hard to catch the state of the art.

    What I'm looking for:

    • information about best errors-in-variables-methods for my multivariate linear approach?
    • Do you know about an appropriate coded algorithm / function like numerical recipes code?

    Thank you very much!
    cool.bambus
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  2. #2
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    Joined
    Sep 2008
    Posts
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    ...no comments from anybody?

    Any help or hint would be appreciated!
    thanks!
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