...no comments from anybody?
Any help or hint would be appreciated!
thanks!
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