Linear regression with uncertainties of the independent variable

Jose Ramom Flores das Seixas <[email protected]> Fri, 4 Mar 2022 21:53:20 +0100
Newsgroups gmane.comp.gnu.octave.general
Message-ID <[email protected]>
Hi:

I need to fit some data to a line, (xi,yi), using least squares, taking 
into account that both the dependent variable (yi) and the independent 
variable (xi) have uncertainties. The uncertainty is the same for all 
xi, but varies for different yi. Is there a function in octave that 
allows this adjustment to be made?

The "LinearRegression" function in the "optim" package allows to fit the 
data taking into account the uncertainties of the dependent variable, 
yi, but ,if I understand correctly, it does not consider the 
uncertainties of xi.


Cheers

Ramom


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