Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: Re: orthogonal estimation


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: Re: orthogonal estimation
Date   Tue, 12 Dec 2006 15:32:52 -0000

The first three references may look elusive to all except 
those with access to very good libraries. However, many 
members may be able to look at them on http://www.jstor.org 

Nick 
[email protected] 

Marcello Pagano
 
> If you wish to pursue this line of thinking outside the confines of 
> Stata software, what you call "orthogonal regression" was studied by 
> R.J. Adcock (1877,1878) and C.H. Kummell (1879) and Pearson 
> (1901) under 
> the label of  what became known as "errors-in-variables" regression. 
> Your perpendicular distance would presumably be considered when the 
> errors in the dependent variable and independent variable 
> have the same 
> variance.
> 
> Adcock, R.J. (1877). Note on the method of least  squares.  
> Analyst 4 , 
> 183-184.
> 
> Adcock, R.J. (1878). A problem in least squares. Analyst 5 , 53-54.
> 
> Kummell, C.H. (1879). Reduction of observed equations which 
> contain more 
> than one observed quantity.  Analyst, 6, 97-105.
> 
> Pearson, K. (1901). On lines and planes of closest fit to systems of 
> points in space.  Philosophical Magazine, 2, 559-572.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index