Reputation: 131
I have two variables, x and y, each of which has an error in x and y associated with each point. I'm trying to fit a linear regression model in R which takes account of the error in both variables. I see that you can use weights in lm() to weight the regression based on errors but as far as I can see this can only incorporate errors on one variable. Is there any way to fit a linear model which takes into account errors on both of the variables?
Upvotes: 2
Views: 418
Reputation: 131
Thanks to @Stéphane Laurent for the answer.
The package "deming" contains a function to do exactly this.
Upvotes: 1