[SciPy-user] linear regression

Robert Kern robert.kern at gmail.com
Wed May 27 21:03:57 EDT 2009


On Wed, May 27, 2009 at 19:40,  <josef.pktd at 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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