Estimation of the linear relationship between the measurements of two methods with proportional errors

Abstract The linear relationship between the measurements of two methods is estimated on the basis of a weighted errors‐in‐variables regression model that takes into account a proportional relationship between standard deviations of error distributions and true variable levels. Weights are estimated by an iterative procedure. As shown by simulations, the regression procedure yields practically unbiased slope estimates in realistic situations. Standard errors of slope and location difference estimates are derived by the jackknife principle. For illustration, the linear relationship is estimated between the measurements of two albumin methods with proportional errors.