Regression with Nonconstant Errors in Y and X

So I know if the variance of Y is nonconstant you can do a weighted linear regression.

And if the variance of X is nonzero then there is Total Least Squares regression.

But how would you take into account errors in both Y and X that are nonconstant (and nonzero)?

Like is there a way people have extended weighted regression to Total Least Squaeres? How about extension of GLMs to include errors in X?

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Nevin Manimala

Nevin Manimala is interested in blogging and finding new blogs

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