Error in Variables Regression
9 views (last 30 days)
Show older comments
Hi. I'd like to perform a multilinear Error-in-Variables Regression, i.e. I have uncertainty in the predictors as well as in the dependent variable. This is sometimes also named Total Least Squares Regression. To my surprise, this is not part of the standard matlab functions as far as I can tell. Does anyone know if I missed something or if this (rather basic functionality I would say) is indeed not included with Matlab?
0 Comments
Accepted Answer
Torsten
on 2 Sep 2023
Edited: Torsten
on 2 Sep 2023
Linear Total Least Squares Regression means minimizing the sum of distances of projections of your data on a linear subspace. This is usually accomplished by using "svd".
If you don't want to adapt "svd" according to your need, you can try the followig package:
3 Comments
More Answers (0)
See Also
Categories
Find more on Descriptive Statistics in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!