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Do you know some good references (papers or books) for the theoretical inference in Deming's regression model ?

EDIT: I was a little disconcerted about a point in Ripley and Thompson's paper Regression techniques for the detection of analytical bias. I size the opportunity to share my clarifications (thanks to @Procrastinator for his help)

The postulated model is $x_i = u_i + \delta_i$ and $y_i = v_i + \epsilon_i$ where $u_i$ and $v_i=\alpha+\beta u_i$ are fixed numbers and the error terms $\delta_i$ and $\epsilon_i$ are independent. This is the commonly called functional relationship model. See Cheng & Ness's paper "Structural and functional models revisited" for a thorough review of the functional relationship model. But this is also nothing but Deming's well-known regression model.

After substituting $x_i-\delta_i$ for $u_i$ in the expression of $y_i$ one gets $y_i=\alpha+\beta x_i + (\epsilon_i - \beta \delta_i)$ and Ripley and Thompson consider $y_i=\alpha+\beta x_i + (\epsilon_i - \beta \delta_i)$ as a weighted least squares regression model with covariate $x_i$ and error term $\epsilon_i - \beta \delta_i$. The sentence on page 349 "... showing dependence of $y_i$ on $x_i$" is quite disconcerting: $x_i$ and $y_i$ are independent in the original postulated model. In fact the authors do not consider that $y_i=\alpha+\beta x_i + (\epsilon_i - \beta \delta_i)$ provides a valid weighted least squares model but they do not explain why this model is not valid. The cause, which is not clearly mentioned in the paper, is that $x_i$ is not independent of the error term $\epsilon_i - \beta \delta_i$ (I guess there are more details in Ripley's unplublished paper mentioned in the references).

In fact one of the purposes of this paper is to discuss about the validity of "approximately valid" models.

I'm still looking for a reference with a thorough presentation of the functional model and related models (structural and ultrastructural). Cheng & Ness's paper "Structural and functional models revisited" is a nice rigorous review about the theoretical treatment of the model but it does not address the more practical questions.

Stéphane Laurent
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    Because this question includes a concrete example drawn from methods comparison studies, I think there's no need to convert this thread as CW, as suggested, because there may well be a good and acceptable answer. – chl Nov 09 '12 at 14:41
  • @chl Sorry I don't understand your comment. What does "CW" mean ? And what suggestion are you talking about ? – Stéphane Laurent Nov 09 '12 at 15:26
  • @Stéphane Laurent I think CW means community wiki. – jkd Nov 09 '12 at 15:43
  • @jkd Ok. But in fact I have never understand what is community wiki :) – Stéphane Laurent Nov 09 '12 at 15:49
  • See [What are community wiki posts?](http://meta.stackexchange.com/questions/11740). – whuber Nov 09 '12 at 16:27
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    @StéphaneLaurent Lets start again. Regarding your comment '*They do not precise the covariance $\text{Cov}(\delta_i,\epsilon_i)$ between the error terms $\delta_i$ and $\epsilon_i$*', Ripley and Thompson pp. 379 say 'suppose that the errors $x_i-u_i$ and $y_i-v_i$ are independent and normally distributed'. Is this correct? –  Nov 09 '12 at 19:27
  • @Procrastinator Yes, right! I missed this sentence. And moreover I have just seen that they assume this independence when they derive the variance of the "error term" $\epsilon_i - \beta \delta_i$. I have edited my post to include these points. – Stéphane Laurent Nov 09 '12 at 19:30
  • @StéphaneLaurent Could you tell me in what part of the paper I can find the claim 'Ripley & Thompson consider in the sequel that $\epsilon_i - \beta \delta_i$ is an error term independent of $x_i$'? –  Nov 09 '12 at 19:53
  • @Procrastinator Thanks for your attention ! I have updated my post. Please say me whether this is clear. – Stéphane Laurent Nov 09 '12 at 20:01
  • @Procrastinator In fact maybe there's no error in the paper but the redaction is not clear ? The authors claim that the weighted least squares regression has some inconvenients (for instance the estimated slope is an underestimate). Is it due to the weighted least squares technique in general or is it due to the "error" I have pointed out ? In fact in the latest update of my post I explain why the weighted least squares regression is not valid. – Stéphane Laurent Nov 09 '12 at 20:09
  • @StéphaneLaurent I also do not think Ripley and Thompson make this assumption. –  Nov 09 '12 at 20:31
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    @Procrastinator and moderators, this is the third time today I loose everything I write when I'm editing my post ! The web page hangs (is "freezed") and I cannot even copy all the text I've wrote. – Stéphane Laurent Nov 09 '12 at 21:05
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    Stéphane, I trust the problem is temporary. I was experiencing slowdowns yesterday, but SE has been behaving fine today. – whuber Nov 09 '12 at 21:28
  • @StéphaneLaurent I noticed you've made some subsequent posts on Deming regression so I was wondering if you found some good references as per this question ? If so, could you provide the links ? – Robert Long Mar 04 '15 at 11:36
  • @RobertLong There's a good book by Bendix Carstensen (author of the MethComp package for R). I do not exactly remember, but I think it is not highly theoretical. Also an old book by Fuller, but not very easy to read. – Stéphane Laurent Mar 04 '15 at 14:27
  • @StéphaneLaurent thanks - do you mean this ? http://www.amazon.co.uk/Bendix-Carstensen/e/B0034PUM3I/ref=dp_byline_cont_book_1 – Robert Long Mar 04 '15 at 19:44
  • @StéphaneLaurent I was also wondering if you had read this, by ET Jaynes: http://bayes.wustl.edu/etj/articles/leapz.pdf – Robert Long Mar 04 '15 at 19:45
  • @RobertLong Yes, this is this book by Carstensen. About Jaynes, no I didn't know this article. Thank you. – Stéphane Laurent Mar 05 '15 at 08:37
  • @RobertLong see also http://www.caerdydd.ac.uk/maths/resources/Iles_Gillard_Tech_Report.pdf ; http://www.ine.pt/revstat/pdf/rs100104.pdf ; http://www.cf.ac.uk/maths/resources/Gillard_Tech_Report.pdf – Stéphane Laurent Mar 08 '15 at 14:56

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