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Stephen Tashi
#2
Feb7-12, 03:31 AM
Sci Advisor
P: 3,252
You haven't clearly stated a mathematical question. Is X supposed to be the vector of independent variables? If so, they aren't considered to be stochastic if you compute the regression so it minimizes the least square error in predicting the dependent variables, which are "Y", by tradition. If you have data of the form (X,Y) and there are "errors" in both X and Y, you should use a "total least squares" model.