Re: [R] Orthogonal regression

From: <davidr_at_rhotrading.com>
Date: Sat 09 Jul 2005 - 00:16:30 EST


This topic has come up a few times recently, so it must be 'in the wind'

these days. Depending on what approach you take and what area you are coming
from, it goes under the names Orthogonal [Distance] Regression, Total Least
Squares, Errors in Variables, Deming Regression. The middle two encompass
much more in statistics terms (and I don't know what Deming did for sure.)

If you have just two variables and you assume they are observed without error, then the regression slope is just the ratio of the standard deviations with the sign of the correlation coefficient, and the line passes
through the means. There are assumptions about the errors that will produce
the same result as a 'best linear fit,' but these assumptions about the errors may not fit your situation. Do some reading in the TLS / EIV arena to
see if you really want bald ODR.

HTH,
David L. Reiner  

> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch [mailto:r-help-
> bounces@stat.math.ethz.ch] On Behalf Of Vito Ricci
> Sent: Friday, July 08, 2005 4:14 AM
> To: r-help@stat.math.ethz.ch
> Subject: [R] Orthogonal regression
>
> Dear R-Users,
>
> is there any statement to fit a orthogonal regression
> in R environment?
>
> Many thanks in advance.
>
> Best regards,
>
> Vito
>
>
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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 Sat Jul 09 00:22:16 2005

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