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Error on slope and intercept

  • To: mathgroup at smc.vnet.net
  • Subject: [mg131774] Error on slope and intercept
  • From: nicolasgebbo at googlemail.com
  • Date: Wed, 2 Oct 2013 05:54:16 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • Delivered-to: l-mathgroup@wolfram.com
  • Delivered-to: mathgroup-outx@smc.vnet.net
  • Delivered-to: mathgroup-newsendx@smc.vnet.net

I was informing myself about linear regression with errors in x and y.
I dont really understand the theory behind the following algorithm but it would be nice if someone could tell me how i get the error of the intercept and slope.

worals[x_, y_, sx_, sy_] := 
 Block[{a, b, f, z, u = 1/sx, v = 1/sy, w = (sy/sx)^2},
  
  {a, b} = (y*v).PseudoInverse@{v, x*v}; f = #.# &[(a + b*x - y) v];
  While[f > (z = (x*w + (y - a) b)/(b^2 + w);
     {a, b} = (y*v).PseudoInverse@{v, z*v};
     f = #.# &@Join[(z - x) u, (a + b*z - y) v])];
  
  {f, {a, b}}]

Thanks for any help



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