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deming

deming linear estimation

CALLING SEQUENCE

res=deming(namey,namex,arg1,...,argn)

PARAMETERS

Input

* namey = a time series, a real (n x 1) vector or a string equal to the name of a time series or a (n x 1) real vector between quotes

* namex = a time series, a real (n x 1) vector or a string equal to the name of a time series or a (n x 1) real vector between quotes

* arg1,...,argn = arguments which can be:

* . the string 'lambda=xx' where xx is the assumed ratio of the error variance of t to x (default: 1)

* . the string 'alpha=xx' where xx is the level of the confidence interval

* . the string 'noprint' if the user doesn't want to print the results of the regression

* . 'dropna' if the user wants to remove the NA values from the data

Output

* res = a results tlist with

   - res('meth') = 'deming'

   - res('y') = the y vector of endogenous variables

   - res('x') = the x vector of exogenous variables

   - res('errors variance ratio') = the assumed ratio of the measurement errors of y and x

   - res('Estimated x values') = the estimated "true" x values

   - res('Estimated y values') = the estimated "true" y values

   - res('regression st. error') = Standard error of regression estimate

   - res('coeff st. error') = estimate of standard error of the slope and intercept

   - res('tstat') = Sutnedt's T of the estimated coefficients

   - res(string(100*alpha)+'% confidence interval') = the confidence interval of the coefficients at the chosen level REFERENCE: Anders Christian Jenson in a May 2007 description of the Deming regression function for MethComp (web: http:staff.pubhealth.ku.dk/~bxc/MethComp/Deming.pdf)

DESCRIPTION

performs a linear Deming regression to find the linear coefficients: y = b(1) + b(2)*x under the assumptions that x and y *both* contain measurement error with measurement error variance related as lambda = sigma2_y/sigma2_x (sigma2_x and sigma2_y is the measurement error variance of the x and y variables, respectively).

EXAMPLE

// provides the deming regression presented at:
// http://www.real-statistics.com/regression/deming-regression/deming-regression-basic-concepts/
load(GROCERDIR+'\deming_d.dat')
res = deming('y','x','lambda=0.4')

AUTHOR

Éric Dubois 2018

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