I am happy to announce that my Julia package ErrorsInVariables is now available in Julia package repository and ready to install.
The package is the Julia implementation of our published algorithm and the R package eive.
The estimator gets better estimates of linear regression coefficients by means of MSE (Mean Square Error) and bias with a small increase on the variance - when one of the independent variables is measured with some error in a linear regression context.
Here is the repository:
and here is the citation of the published paper of the main algorithm:
@article{satman2015reducing,
title={Reducing errors-in-variables bias in linear regression using compact genetic algorithms},
author={Satman, M Hakan and Diyarbakirlioglu, Erkin},
journal={Journal of Statistical Computation and Simulation},
volume={85},
number={16},
pages={3216--3235},
year={2015},
publisher={Taylor \& Francis}
}
Hope it helps for those who work in this subject!
Thank you.