From: John Fox <jfox_at_mcmaster.ca>

Date: Mon 30 May 2005 - 07:56:10 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon May 30 08:04:36 2005

Date: Mon 30 May 2005 - 07:56:10 EST

Dear Spencer,

> -----Original Message-----

*> From: Spencer Graves [mailto:spencer.graves@pdf.com]
**> Sent: Sunday, May 29, 2005 4:13 PM
**> To: John Fox
**> Cc: r-help@stat.math.ethz.ch; 'Jacob van Wyk'; 'Eric-Olivier Le Bigot'
**> Subject: Re: [R] Errors in Variables
**>
**> Hi, John:
**>
**> Thanks for the clarification. I know that the
**> "errors in X problem"
**> requires additional information, most commonly one of the
**> variances or the correlation. The question I saw (below)
**> indicated he had tried "model of the form y ~ x (with a given
**> covariance matrix ...)", which made me think of "sem".
**>
**> If he wants "the least (orthogonal) distance", could
**> he could get it indirectly from "sem" by calling "sem"
**> repeatedly giving, say, a variance for "x", then averaging
**> the variances of "x" and "y" and trying that in "sem"?
**>
*

I'm not sure how that would work, but seems similar to averaging the regressions of y on x and x on y.

> Also, what do you know about "ODRpack"? It looks

*> like that might solve "the least (orthogonal) distance".
**>
*

I'm not familiar with ODRpack, but it seems to me that one could fairly simply minimize the sum of squared least distances using, e.g., optim.

Regards,

John

> Thanks again for your note, John.

*> Best Wishes,
**> Spencer Graves
**>
**> John Fox wrote:
**>
**> > Dear Spencer,
**> >
**> > The reason that I didn't respond to the original posting (I'm the
**> > author of the sem package), that that without additional
**> information
**> > (such as the error variance of x), a model with error in
**> both x and y
**> > will be underidentified (unless there are multiple indicators of x,
**> > which didn't seem to be the case here). I figured that what
**> Jacob had
**> > in mind was something like minimizing the least
**> (orthogonal) distance
**> > of the points to the regression line (implying by the way
**> that x and y
**> > are on the same scale or somehow standardized), which isn't
**> doable with sem as far as I'm aware.
**> >
**> > Regards,
**> > John
**> >
**> > --------------------------------
**> > John Fox
**> > Department of Sociology
**> > McMaster University
**> > Hamilton, Ontario
**> > Canada L8S 4M4
**> > 905-525-9140x23604
**> > http://socserv.mcmaster.ca/jfox
**> > --------------------------------
**> >
**> >
**> >>-----Original Message-----
**> >>From: r-help-bounces@stat.math.ethz.ch
**> >>[mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of
**> Spencer Graves
**> >>Sent: Saturday, May 28, 2005 4:47 PM
**> >>To: Eric-Olivier Le Bigot
**> >>Cc: r-help@stat.math.ethz.ch; Jacob van Wyk
**> >>Subject: Re: [R] Errors in Variables
**> >>
**> >> I'm sorry, I have not followed this thread, but I
**> wonder if you
**> >>have considered library(sem), "structural equations modeling"?
**> >>"Errors in variables" problems are the canonical special case.
**> >>
**> >> Also, have you done a search of "www.r-project.org"
**> >>-> search -> "R site search" for terms like "errors in
**> >>variables regression"? This just led me to "ODRpack",
**> which is NOT a
**> >>CRAN package but is apparently available after a Google
**> search. If it
**> >>were my problem, I'd first try to figure out "sem"; if that seemed
**> >>too difficult, I might then look at "ODRpack".
**> >>
**> >> Also, have you read the posting guide!
**> >>http://www.R-project.org/posting-guide.html? This suggests, among
**> >>other things, that you provide a toy example that a potential
**> >>respondant could easily copy from your email, test a few
**> >>modifications, and prase a reply in a minute or so.
**> >>This also helps clarify your question so any respondants are more
**> >>likely to suggest something that is actually useful to you.
**> Moreover,
**> >>many people have reported that they were able to answer their own
**> >>question in the course of preparing a question for this
**> list using the
**> >>posting guide.
**> >>
**> >> hope this helps. spencer graves
**> >>
**> >>Eric-Olivier Le Bigot wrote:
**> >>
**> >>
**> >>>I'm interested in this "2D line fitting" too! I've been looking,
**> >>>without success, in the list of R packages.
**> >>>
**> >>>It might be possible to implement quite easily some of the
**> >>
**> >>formalism
**> >>
**> >>>that you can find in Numerical Recipes (Fortran 77, 2nd ed.),
**> >>>paragraph 15.3. As a matter of fact, I did this in R but
**> >>
**> >>only for a
**> >>
**> >>>model of the form y ~ x (with a given covariance matrix
**> >>
**> >>between x and
**> >>
**> >>>y). I can send you the R code (preliminary version: I
**> >>
**> >>wrote it yesterday), if you want.
**> >>
**> >>>Another interesting reference might be Am. J. Phys. 60, p.
**> >>
**> >>66 (1992).
**> >>
**> >>>But, again, you would have to implement things by yourself.
**> >>>
**> >>>All the best,
**> >>>
**> >>>EOL
**> >>>
**> >>>--
**> >>>Dr. Eric-Olivier LE BIGOT (EOL) CNRS
**> >>
**> >>Associate Researcher
**> >>
**> >>~~~o~o~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
**> >>~~~~o~o~~~
**> >>
**> >>>Kastler Brossel Laboratory (LKB)
**> >>
**> >>http://www.lkb.ens.fr
**> >>
**> >>>Université P. & M. Curie and Ecole Normale Supérieure, Case 74
**> >>>4 place Jussieu 75252 Paris CEDEX 05
**> >>
**> >> France
**> >>
**> >>~~~o~o~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
**> >>~~~~o~o~~~
**> >>
**> >>>office : 01 44 27 73 67 fax:
**> >>
**> >>01 44 27 38 45
**> >>
**> >>>ECR room: 01 44 27 47 12 x-ray room:
**> >>
**> >>01 44 27 63 00
**> >>
**> >>>home: 01 73 74 61 87 For int'l calls: 33 + number
**> >>
**> >>without leading 0
**> >>
**> >>>
**> >>>On Wed, 25 May 2005, Jacob van Wyk wrote:
**> >>>
**> >>>
**> >>>>I hope somebody can help.
**> >>>>A student of mine is doing a study on Measurement Error models
**> >>>>(errors-in-variables, total least squares, etc.). I have an old
**> >>>>reference to a "multi archive" that contains
**> >>>>leiv3: Programs for best line fitting with errors in both
**> >>
**> >>coordinates.
**> >>
**> >>>>(The date is October 1989, by B.D. Ripley et al.) I have done a
**> >>>>search for something similar in R withour success. Has this been
**> >>>>implemented in a R-package, possibly under some sort of
**> >>
**> >>assumptions
**> >>
**> >>>>about variances. I would lke my student to apply some regression
**> >>>>techniques to data that fit this profile.
**> >>>>Any help is much appreciated.
**> >>>>(If I have not done my search more carefully - my
**> >>
**> >>apologies.) Thanks
**> >>
**> >>>>Jacob
**> >>>>
**> >>>>
**> >>>>Jacob L van Wyk
**> >>>>Department of Mathematics and Statistics University of
**> >>
**> >>Johannesburg
**> >>
**> >>>>APK P O Box 524 Auckland Park 2006 South Africa
**> >>>>Tel: +27-11-489-3080
**> >>>>Fax: +27-11-489-2832
**> >>>>
**> >>>>______________________________________________
**> >>>>R-help@stat.math.ethz.ch mailing list
**> >>>>https://stat.ethz.ch/mailman/listinfo/r-help
**> >>>>PLEASE do read the posting guide!
**> >>>>http://www.R-project.org/posting-guide.html
**> >>>>
**> >>>
**> >>>
**> >>------------------------------------------------------------
**> ----------
**> >>
**> >>>--
**> >>>
**> >>>______________________________________________
**> >>>R-help@stat.math.ethz.ch mailing list
**> >>>https://stat.ethz.ch/mailman/listinfo/r-help
**> >>>PLEASE do read the posting guide!
**> >>>http://www.R-project.org/posting-guide.html
**> >>
**> >>______________________________________________
**> >>R-help@stat.math.ethz.ch mailing list
**> >>https://stat.ethz.ch/mailman/listinfo/r-help
**> >>PLEASE do read the posting guide!
**> >>http://www.R-project.org/posting-guide.html
**> >
**> >
*

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon May 30 08:04:36 2005

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