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Reputation: 131

Linear regression with errors on x and y

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

Answers (1)

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Reputation: 131

Thanks to @Stéphane Laurent for the answer.

The package "deming" contains a function to do exactly this.

Upvotes: 1

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