Re: bivariate linear Regression with correlated errors

[Przemek Klosowski]

   on 2/25/04 5:55 AM, Andreas Gaab at address@hidden wrote:
   ..
   > -my data set is bivariate with highly correlated errors.
   > -I need to calculate a weighted linear regression with a standard error on 
the slope
   > -wpolyfit.m takes only  dy ...
   > and my knowlege is too small to use basic statistics.

I vaguely remembered that there has been some work on that; I did a search, and 
came up with a direct hit to a reference (see below). Holy Smoke! that was me! 

Note also other articles in this thread:

  
http://groups.google.com/groups?threadm=1990Sep3.233745.40%40cunixf.cc.columbia.edu

in particular, the last article by Todd Green, Department of
Chemistry, University of Western Australia <address@hidden>



    From: Przemek Klosowski (address@hidden)
    Subject: Re: Linear regression with weighted x's as well as y's?
    Date: 1990-09-18 05:28:18 PST

    @article{cameron89,
     title="Linear least-squares fits with errors in both coordinates",
     author="B. Cameron Reed",
     journal="Am. J. Phys",
     volume= 57(7)
     month=jul,
     year=1989
    }
    and references therein.

    --
       przemek klosowski (address@hidden)
       Physics Dept
       University of Notre Dame IN 46556



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