Re: st: Re: orthogonal estimation

[Steven Samuels <samplerx@earthlink.net>]

I would add to Marcello's references the following classic exposition:

WE Deming  (1943) "Statistical Adjustment of Data" reprinted as a  
Dover Paperback.

Until I read it, I hadn't realized that least-squares solved much  
more general problems than predicting Y from X.

Also, I suggest a cautionary article:

RJ. Carroll and  David Ruppert (1996)  The Use and Misuse of  
Orthogonal Regression in Linear Errors-in-Variables Models.  The  
American Statistician. Volume 50, Number 1.

Steve


On Dec 12, 2006, at 9:24 AM, Marcello Pagano wrote:


> 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.
>
> m.p.
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