We show how multiple data sets, including observations and models, can be combined using the "N-cornered hat method" to estimate vertical profiles of the errors of each system. Using data from 2007, we estimate the error variances of radio occultation, radiosondes, ERA-Interim, and GFS model data sets at four radiosonde locations in the tropics and subtropics. A key assumption is the neglect of error correlations among the different data sets, and we examine the consequences of this assumption.