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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
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