The restrictive properties of compositional data, that is multivariate data with positive parts that carry only relative information in their components, call for special care to be taken while performing standard statistical methods, for example, regression analysis. Among the special methods suitable for handling this problem is the total least squares procedure (TLS, orthogonal regression, regression with errors in variables, calibration problem), performed after an appropriate log-ratio transformation. The difficulty or even impossibility of deeper statistical analysis (confidence regions, hypotheses testing) using the standard TLS techniques can be overcome by calibration solution based on linear regression. This approach can be combined with standard statistical inference, for example, confidence and prediction regions and bounds, hypotheses testing, etc., suitable for interpretation of results. Here, we deal with the simplest TLS problem where we assume a linear relationship between two errorless measurements of the same object (substance, quantity). We propose an iterative algorithm for estimating the calibration line and also give confidence ellipses for the location of unknown errorless results of measurement. Moreover, illustrative examples from the fields of geology, geochemistry and medicine are included. It is shown that the iterative algorithm converges to the same values as those obtained using the standard TLS techniques. Fitted lines and confidence regions are presented for both original and transformed compositional data. The paper contains basic principles of linear models and addresses many related problems.
