[SciPy-user] linear regression
Robert Kern
robert.kern@gmail....
Wed May 27 20:03:57 CDT 2009
On Wed, May 27, 2009 at 19:40, <josef.pktd@gmail.com> wrote:
> The variance of the error term in the regression equation is a linear
> combination of the true error (p_sy) and the measurement error in x
> (p_sx)
>
> So the correct weighting would be according to p_sy**2 + beta**2 *
> p_sx**2, which is in practice not possible since we don't know beta,
> or maybe iterative would work (at least something like this should be
> correct)
Yes! This is precisely what ODR does for you in the linear case, all
in one shot.
--
Robert Kern
"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
-- Umberto Eco
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