[R] Orthogonal regression

davidr@rhotrading.com davidr at rhotrading.com
Fri Jul 8 16:16:30 CEST 2005

This topic has come up a few times recently, so it must be 'in the wind'

these days. Depending on what approach you take and what area you are
from, it goes under the names Orthogonal [Distance] Regression, Total
Squares, Errors in Variables, Deming Regression. The middle two
much more in statistics terms (and I don't know what Deming did for

If you have just two variables and you assume they are observed without 
error, then the regression slope is just the ratio of the standard 
deviations with the sign of the correlation coefficient, and the line
through the means. There are assumptions about the errors that will
the same result as a 'best linear fit,' but these assumptions about the 
errors may not fit your situation. Do some reading in the TLS / EIV
arena to 
see if you really want bald ODR.

David L. Reiner

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-
> bounces at stat.math.ethz.ch] On Behalf Of Vito Ricci
> Sent: Friday, July 08, 2005 4:14 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Orthogonal regression
> Dear R-Users,
> is there any statement to fit a orthogonal regression
> in R environment?
> Many thanks in advance.
> Best regards,
> Vito
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