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Re: Re: st: Total Least Squares Regression, anyone


From   Johan Hellström <johan.hellstrom@pol.umu.se>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: Re: st: Total Least Squares Regression, anyone
Date   Mon, 6 Mar 2006 16:52:45 +0100

Dear Tero,

I might have misunderstood your problem, but I think you could use the Stata
command for errors-in-variables regression, eivreg, so solve your problem.

Best regards,

Johan Hellström
  

>Thank you for the comment,
>
>I already had, naturally, googled total least squares regression and had
>go=
>t
>a fair understanding what it is about, but no clue how to commence with
>State. Unfortunately I do not find singular value decomposition very
>useful=
>=2E
>
>The statistical, rather than software, part of the problem is that the
>ANSI=
>,
>American National Standard, is vague in what exactly should be done.
>
>The data are measurements with two instruments, one returning the reference
>value and the other, the test value. Ideally, both should be the same. The
>standard specifies that subtracting the latter from the former, the
>difference should be within defined tolerance limits 95% of the time. That
>part is easy to do. Then the standard states another requirement:
>
>"The data, taken in the course of design compliance testing, should be
>analysed using the method of Total Least Squares Regression, and the slope
>of the regression, the offset of the regression and the standard deviation
>of the regression should be made available."
>
>As I understand it, because both the reference and the test instrument are
>biased, total least squares regression should be used to take into account
>the uncertainty in both the dependent and the independent variable, and the
>relationship should be linear.
>
>So my question remains, can Stata produce this output from the data I have.
>There is not reference in Stata to this method that I can find.>
>
>Best regards, Tero
>
>-----Alkuper=E4inen viesti-----
>L=E4hett=E4j=E4: owner-statalist@hsphsun2.harvard.edu
>[mailto:owner-statalist@hsphsun2.harvard.edu] Puolesta Marcello Pagano
>L=E4hetetty: 4. maaliskuuta 2006 18:55
>Vastaanottaja: statalist@hsphsun2.harvard.edu
>Aihe: Re: st: Total Least Squares Regression, anyone
>
>I don't know what the ANSI standard is referring to, but yes Stata
>should be helpful.  Search for singular value decomposition within
>Stata.  If you don't know the link with total least squares regression
>do a search on that phrase in Google.
>
>m.p.
>
>
>Tero Kivel=E4 wrote:
>
>Dear Statlisters,
>
>To fulfil the requirements of standard ANSI Z80.10-2003 I need to perform
>"Total Least Squares Regression", not referenced or specified.
>
>Is this something that Stata can perform? I found nothing with the search
>untility. If so, how?
>
>Thanks is advance
>
>Tero
>



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