Multiple Regression with multiple errors
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I am trying to perform a multiple regression on a data set of mine. Each subject in the data set has three data points that I am using as the basis for the multiple regression. One of these is derived explicitly from experimental error (call it Z). The other two are derived from data taken in the experiment, but are measures from that data, so they have a value (X and Y) and some uncertainty associated with them (sigma_x and sigma_y). I want to do a multiple regression using the equation:
Z=aX+bY+c
where a, b and c are constants. I found some code that sort of does what I want (<http://www.mathworks.com/matlabcentral/fileexchange/26586-linear-regression-with-errors-in-x-and-y)>. However, it will only use two variables and I'm unsure of how to introduce a third variable that doesn't have error on it. If anyone could help me get started, that would be extremely helpful.
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