Simple algorithm for errors-in-variables problem?

Sep 2008
8
0
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! (Talking)
cool.bambus
 
Sep 2008
8
0
...no comments from anybody?

Any help or hint would be appreciated!
thanks!