AbstractAfter several attempts at a formal derivation of the dispersion matrix for Total Least-Squares (TLS) estimates within an Errors-In-Variables (EIV) Model, here a refined approach is presented that makes rigorous use of the nonlinear normal equations, though assuming a Kronecker product structure for both observational dispersion matrices at this point. In this way, iterative linearization of a model (that can be established as being equivalent to the original EIV-Model) is avoided, which might be preferred since such techniques are based on the last iteration step only and, therefore, produce dispersion matrices for the estimated parameters that are generally too optimistic. Here, the error propagation is based on the (linearized total differential of the) exact nonlinear normal equations, which should lead to more trustworthy measures of precision.
Identification of influential observations on total least squares estimates
