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/