deming linear estimation
res=deming(namey,namex,arg1,...,argn)
* 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
* 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)
// 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') | ![]() | ![]() |