Re: Re: st: Total Least Squares Regression, anyone

Dear Tero,

I might have misunderstood your problem, but I think you could use the Stata command for errors-in-variables regression, eivreg, so solve your problem.

Best regards,

Johan HellstrÃ¶m

>Thank you for the comment, > >I already had, naturally, googled total least squares regression and had >go= >t >a fair understanding what it is about, but no clue how to commence with >State. Unfortunately I do not find singular value decomposition very >useful= >=2E > >The statistical, rather than software, part of the problem is that the >ANSI= >, >American National Standard, is vague in what exactly should be done. > >The data are measurements with two instruments, one returning the reference >value and the other, the test value. Ideally, both should be the same. The >standard specifies that subtracting the latter from the former, the >difference should be within defined tolerance limits 95% of the time. That >part is easy to do. Then the standard states another requirement: > >"The data, taken in the course of design compliance testing, should be >analysed using the method of Total Least Squares Regression, and the slope >of the regression, the offset of the regression and the standard deviation >of the regression should be made available." > >As I understand it, because both the reference and the test instrument are >biased, total least squares regression should be used to take into account >the uncertainty in both the dependent and the independent variable, and the >relationship should be linear. > >So my question remains, can Stata produce this output from the data I have. >There is not reference in Stata to this method that I can find.> > >Best regards, Tero > >-----Alkuper=E4inen viesti----- >L=E4hett=E4j=E4: owner-statalist@hsphsun2.harvard.edu >[mailto:owner-statalist@hsphsun2.harvard.edu] Puolesta Marcello Pagano >L=E4hetetty: 4. maaliskuuta 2006 18:55 >Vastaanottaja: statalist@hsphsun2.harvard.edu >Aihe: Re: st: Total Least Squares Regression, anyone > >I don't know what the ANSI standard is referring to, but yes Stata >should be helpful. Search for singular value decomposition within >Stata. If you don't know the link with total least squares regression >do a search on that phrase in Google. > >m.p. > > >Tero Kivel=E4 wrote: > >Dear Statlisters, > >To fulfil the requirements of standard ANSI Z80.10-2003 I need to perform >"Total Least Squares Regression", not referenced or specified. > >Is this something that Stata can perform? I found nothing with the search >untility. If so, how? > >Thanks is advance > >Tero >

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