tag:blogger.com,1999:blog-2198942534740642384.post6083946978417225429..comments2023-10-24T03:16:41.009-07:00Comments on Econometrics Beat: Dave Giles' Blog: Orthogonal Regression: First StepsDave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comBlogger10125tag:blogger.com,1999:blog-2198942534740642384.post-53049351523568704932017-01-18T08:11:43.164-08:002017-01-18T08:11:43.164-08:00Again - bootstrap them. I'll see if I can do b...Again - bootstrap them. I'll see if I can do better than this, though.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-77265942944353342862017-01-18T07:42:10.721-08:002017-01-18T07:42:10.721-08:00Hi Dave! I was wondering if there is a way to calc...Hi Dave! I was wondering if there is a way to calculate prediction intervals around predicted values from orthogonal regression? Thanks Ramnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-82272247415267611212015-04-18T14:50:55.628-07:002015-04-18T14:50:55.628-07:00I'm not aware if it is or not.I'm not aware if it is or not.<br />Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-59513338508346873242015-04-16T00:51:20.352-07:002015-04-16T00:51:20.352-07:00Is it possible to use orthogonal regression to cal...Is it possible to use orthogonal regression to calculate the imputation of missing valuesAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-80750866219618602092015-03-08T10:41:29.077-07:002015-03-08T10:41:29.077-07:00Quick answer - just bootstrap it. Longer answer - ...Quick answer - just bootstrap it. Longer answer - coming in a future post. :-)Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-6637572124571371252015-03-08T09:49:57.999-07:002015-03-08T09:49:57.999-07:00How to calculate the confidence interval for ortho...How to calculate the confidence interval for orthogonal regression?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-76888802369709304962014-11-20T21:39:39.478-08:002014-11-20T21:39:39.478-08:00Not quite. One connection is that in the simple re...Not quite. One connection is that in the simple regression case, where we have 2 variables, X and Y, the fitted orthogonal regression line corresponds to the first principal component.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-6173887539423221632014-11-20T06:48:01.300-08:002014-11-20T06:48:01.300-08:00Very interesting!
One question: what if I run a pr...Very interesting!<br />One question: what if I run a principal component factor analysis and then I regress the dependent variable on the predicted scores? Is it the same thing?<br />Anonymoushttps://www.blogger.com/profile/01124558036773583382noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-16901216763454178512014-11-17T14:28:07.307-08:002014-11-17T14:28:07.307-08:00Anywhere where both the dependent variable and the...Anywhere where both the dependent variable and the regressor may be measured with error.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-84130139365358465092014-11-17T11:23:55.019-08:002014-11-17T11:23:55.019-08:00Simply sweet! Great post!
Could you also suggest...Simply sweet! Great post! <br /><br />Could you also suggest a simple real world example where you would consider using orthogonal regression instead of OLS?Daumantasnoreply@blogger.com