Error estimation in linear regression

[avner yakov]

I have a data set of 11 predictors and one response for 1000 observation and i want to do linear regression. I also have measurements errors of the predictors (also 11X1000 matrix) and i need to count for them in the total error estimation. how can i do that?

 

[WWGD]

Do you want to do multilinear regression and weed out some coefficients if warranted, or do you want to regress linearly on each variable separately?