In this work we have proposed a method to incorporate the error in the independent variable which does not rely on the EVM but instead marginalizes over the latent variables analytically. This procedure allows for normal minimization of the likelihood which assumes the standard form but with a modified covariance matrix for which all the machinery is readily available. The advantages of this procedure are the following (i) Due to the analytic marginalization the computation is computationally not expensive. Compared to the EVM the inner loop of the iterative scheme (see ) is not necessary. Even though the method makes a few assumptions we have shown that they are very well satisfied for all practical purposes.