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1. Introduction
In quantitative analysis, sometimes calibration curve is made by "weighted" regression analysis. The
basic concept of weighted regression curve is based on the hypothesis that variance of the data may
differ by the level of analyte. This issue is well discussed in "Statistics for Analytical Chemistry
(J.C.Miller and J.N.Miller, Ellis Horwood Ltd.,1988)".
Ordinary regression curve (for example, y=ax+b) is determined to minimize "deviation" from data
(xi, yi) points. In this example, deviation is (actual yi)-(y on the curve, corresponding to xi)=yi-
(axi+b). Such a and b that minimize the Sum of the deviation is selected (actually, square of
deviation is used for mathematical convenience - this is the least "square" regression).
For "weighted" regression curve, such a and b that minimize the Sum of (deviation/weight) is
selected. The typical use of weighted regression curve is described below.
(1) Example
These are typical error models. The left data series have relative errors and the right data series
have fixed errors. In the left, errors are proportional to level, whereas in the right errors are constant.
In the case like right, normal (non-weighted) regression makes sense (fundamentally, except for the
issue written in (2)a)). But, what if, in the left case, top calibration point accidentally has very large
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Weighted Regression of Calibration Curve Seite 2 von 2
error?
This extreme case can present the problem. One can argue that there is something wrong with it,
because a very variable data point heavily affected the slope of the calibration curve.
1. (step1)importance=less variance
2. (step2)In least squares regression, such calibration curve that minimizes the sum of the
deviation is calculated.
3. (step3)Should better calibration curve be such that minimizes the sum of the
(deviation/variance) ?
4. (step4)Regression method described in step3 is "weighted least squares regression", with the
weight of (1/variance), as written in section 2.
5. (step5)In this case, weighted least squares regression may be the better way of regression.
I think this is one of the ways to understand the practical meaning of weighted regression calibration
curve.
4. References
Statistics for Analytical Chemistry (J.C.Miller and J.N.Miller, Ellis Horwood Ltd.,1988)
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