Error covariances are part of program input. EV2 Estimates of regression parameters computed under assumption that the reliability ratios of the explanatory variables are known, or estimated from an external source. Reliability ratios are part of the program input. EV3 Estimates of regression parameters computed under assumption that the error covariance matrix for entire vector is known, or estimated from an external source. Error covariance matrix is part of the program input.
Several options are available for each of the basic procedures.
In particular, the covariance matrix of the estimator can be constructed using the assumption of normal errors, or using a distribution-free procedure based on the Taylor expansion of the estimator. The Taylor option permits one to correctly estimate the covariance matrix of the estimators for data collected by multistage stratified survey designs. Weights can also be used in the computations. Additional options permit the user to obtain residuals, to estimate the values of the variables measured with error, and to perform tests on the coefficients. An option is also available for measurement error variances that vary by observation.