Dear list, I need to fit a multiple regression in which individual data point in the independent and the dependent variables have an associated variance or standard deviation. This arises because both the dependent and independent variables are the output of very large simulation models. To make things clear, instead of having just a table of dependent (X) and independent (Y1, Y2) variable values like this: X Y1 Y2 2.2 3.4 4.5 4.1 2.6 5.2 7.4 1.4 4.6 .... I have a table in which each value has an associated standard deviation: X Y1 Y2 2.2 (0.31) 3.4 (0.45) 4.5 (0.21) 4.1 (0.28) 2.6 (0.23) 5.2 (0.54) 7.4 (0.45) 1.4 (0.63) 4.6 (0.37) What would be the best way to fit a multiple regression taking into account the variance of the individual values of the independent and dependent variables? Any references to methods or R packages will be greatly welcomed. Julian -- Julian Mariano Burgos Hafrannsóknastofnunin/Marine Research Institute Skúlagata 4, 121 Reykjavík, Iceland Sími/Telephone : +354-5752037 Bréfsími/Telefax: +354-5752001 Netfang/Email: [log in to unmask], [log in to unmask] You may leave the list at any time by sending the command SIGNOFF allstat to [log in to unmask], leaving the subject line blank.