
From:  przemek klosowski 
Subject:  Re: Linear regression with uncertainties of the independent variable 
Date:  Fri, 4 Mar 2022 17:49:52 0500 
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On 3/4/22 15:53, Jose Ramom Flores das Seixas wrote:
If all xi uncertainities are the same (say dx), the least squares sum sum(((xfixi)/dxi)^2) reduces to dx*sum((xfixi)^2) and so the minimization should give the same result as if there was no uncertainity on xi. I think.Hi:I need to fit some data to a line, (xi,yi), using least squares, taking into account that both the dependent variable (yi) and the independent variable (xi) have uncertainties. The uncertainty is the same for all xi, but varies for different yi. Is there a function in octave that allows this adjustment to be made?The "LinearRegression" function in the "optim" package allows to fit the data taking into account the uncertainties of the dependent variable, yi, but ,if I understand correctly, it does not consider the uncertainties of xi.
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