On the Significance of Properly Weighting Sorption Data for Least Squares Analysis

In this study, we examined the role of proper weighting in the least squares (LS) analysis of P sorption data when both the dependent (y) and independent (x) variables contain heteroscedastic errors. We compared parameter estimates and uncertainties obtained with unweighted LS (ULS) regression with...

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Published inSoil Science Society of America journal Vol. 74; no. 2; pp. 670 - 679
Main Authors Bolster, Carl H., Tellinghuisen, Joel
Format Journal Article
LanguageEnglish
Published Madison Soil Science Society 01.03.2010
Soil Science Society of America
American Society of Agronomy
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ISSN0361-5995
1435-0661
DOI10.2136/sssaj2009.0177

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Abstract In this study, we examined the role of proper weighting in the least squares (LS) analysis of P sorption data when both the dependent (y) and independent (x) variables contain heteroscedastic errors. We compared parameter estimates and uncertainties obtained with unweighted LS (ULS) regression with those obtained using two different weighted LS (WLS) regression methods. In the first WLS method, we weighted the data by the inverse of the variance in y. In the second WLS method, we included the variance in x when calculating the weights. This method, commonly referred to as the effective variance method, has primarily been applied to data with uncorrelated errors in x and y, conditions not representative of sorption studies where values of y are calculated from measured values of x Therefore, in this study we tested a modified version of the effective weighting function that specifically accounts for correlated errors in x and y. The accuracy of the different weighting methods was assessed using Monte Carlo simulations and high‐replication sorption data obtained for three different soil types. Our findings show that the effective variance weighting method provides superior parameter estimates and uncertainties compared with ULS or traditional WLS methods, although the differences between the weighting methods were not always large enough to be of practical concern. We also found that weighting by the effective variance allowed improved assessments of model fits. Our findings are applicable to sorption studies where the dependent variable is calculated from measured values of the so‐called independent variable
AbstractList In this study, we examined the role of proper weighting in the least squares (LS) analysis of P sorption data when both the dependent (y) and independent (x) variables contain heteroscedastic errors. We compared parameter estimates and uncertainties obtained with unweighted LS (ULS) regression with those obtained using two different weighted LS (WLS) regression methods. In the first WLS method, we weighted the data by the inverse of the variance in y. In the second WLS method, we included the variance in x when calculating the weights. This method, commonly referred to as the effective variance method, has primarily been applied to data with uncorrelated errors in x and y, conditions not representative of sorption studies where values of y are calculated from measured values of x. Therefore, in this study we tested a modified version of the effective weighting function that specifically accounts for correlated errors in x and y. The accuracy of the different weighting methods was assessed using Monte Carlo simulations and high-replication sorption data obtained for three different soil types. Our findings show that the effective variance weighting method provides superior parameter estimates and uncertainties compared with ULS or traditional WLS methods, although the differences between the weighting methods were not always large enough to be of practical concern. We also found that weighting by the effective variance allowed improved assessments of model fits. Our findings are applicable to sorption studies where the dependent variable is calculated from measured values of the so-called independent variable [PUBLICATION ABSTRACT]
In this study, we examined the role of proper weighting in the least squares (LS) analysis of P sorption data when both the dependent (y) and independent (x) variables contain heteroscedastic errors. We compared parameter estimates and uncertainties obtained with unweighted LS (ULS) regression with those obtained using two different weighted LS (WLS) regression methods. In the first WLS method, we weighted the data by the inverse of the variance in y. In the second WLS method, we included the variance in x when calculating the weights. This method, commonly referred to as the effective variance method, has primarily been applied to data with uncorrelated errors in x and y, conditions not representative of sorption studies where values of y are calculated from measured values of x Therefore, in this study we tested a modified version of the effective weighting function that specifically accounts for correlated errors in x and y. The accuracy of the different weighting methods was assessed using Monte Carlo simulations and high-replication sorption data obtained for three different soil types. Our findings show that the effective variance weighting method provides superior parameter estimates and uncertainties compared with ULS or traditional WLS methods, although the differences between the weighting methods were not always large enough to be of practical concern. We also found that weighting by the effective variance allowed improved assessments of model fits. Our findings are applicable to sorption studies where the dependent variable is calculated from measured values of the so-called independent variable
In this study, we examined the role of proper weighting in the least squares (LS) analysis of P sorption data when both the dependent ( y ) and independent ( x ) variables contain heteroscedastic errors. We compared parameter estimates and uncertainties obtained with unweighted LS (ULS) regression with those obtained using two different weighted LS (WLS) regression methods. In the first WLS method, we weighted the data by the inverse of the variance in y. In the second WLS method, we included the variance in x when calculating the weights. This method, commonly referred to as the effective variance method, has primarily been applied to data with uncorrelated errors in x and y , conditions not representative of sorption studies where values of y are calculated from measured values of x Therefore, in this study we tested a modified version of the effective weighting function that specifically accounts for correlated errors in x and y. The accuracy of the different weighting methods was assessed using Monte Carlo simulations and high‐replication sorption data obtained for three different soil types. Our findings show that the effective variance weighting method provides superior parameter estimates and uncertainties compared with ULS or traditional WLS methods, although the differences between the weighting methods were not always large enough to be of practical concern. We also found that weighting by the effective variance allowed improved assessments of model fits. Our findings are applicable to sorption studies where the dependent variable is calculated from measured values of the so‐called independent variable
Author Bolster, Carl H.
Tellinghuisen, Joel
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statistical analysis
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sorption
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Snippet In this study, we examined the role of proper weighting in the least squares (LS) analysis of P sorption data when both the dependent (y) and independent (x)...
In this study, we examined the role of proper weighting in the least squares (LS) analysis of P sorption data when both the dependent ( y ) and independent ( x...
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SubjectTerms accuracy
Agronomy. Soil science and plant productions
Biological and medical sciences
correlation
data analysis
Earth sciences
Earth, ocean, space
Estimates
Exact sciences and technology
Fundamental and applied biological sciences. Psychology
least squares
Monte Carlo method
Monte Carlo simulation
phosphorus
Regression analysis
soil chemistry
Soil science
Soil types
Soils
Sorption
Statistical methods
Studies
Surficial geology
uncertainty
Variables
variance
Title On the Significance of Properly Weighting Sorption Data for Least Squares Analysis
URI https://onlinelibrary.wiley.com/doi/abs/10.2136%2Fsssaj2009.0177
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Volume 74
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