13LC•GC Europe Online Supplement statistics and data analysis
Calibration is fundamental to achieving
consistency of measurement. Often
calibration involves establishing the
relationship between an instrument
response and one or more reference
values. Linear regression is one of the most
frequently used statistical methods in
calibration. Once the relationship between
the input value and the response value
(assumed to be represented by a straight
line) is established, the calibration model is
used in reverse; that is, to predict a value
from an instrument response. In general,
regression methods are also useful for
establishing relationships of all kinds, not
just linear relationships. This paper
concentrates on the practical applications
of linear regression and the interpretation
of the regression statistics. For those of you
who want to know about the theory of
regression there are some excellent
references (1–6).
For anyone intending to apply linear
least-squares regression to their own data,
it is recommended that a statistics/graphics
package is used. This will speed up the
production of the graphs needed to
confirm the validity of the regression
statistics. The built-in functions of a
spreadsheet can also be used if the
routines have been validated for accuracy
(e.g., using standard data sets (7)).
What is regression?
In statistics, the term regression is used to
describe a group of methods that
summarize the degree of association
between one variable (or set of variables)
and another variable (or set of variables).
The most common statistical method used
to do this is least-squares regression, which
works by finding the “best curve” through
the data that minimizes the sums of
squares of the residuals. The important
term here is the “best curve”, not the
method by which this is achieved. There
are a number of least-squares regression
models, for example, linear (the most
common type), logarithmic, exponential
and power. As already stated, this paper
will concentrate on linear least-squares
regression.
[You should also be aware that there are
other regression methods, such as ranked
regression, multiple linear regression, nonlinear
regression, principal-component
regression, partial least-squares regression,
etc., which are useful for analysing instrument
or chemically derived data, but are beyond
the scope of this introductory text.]
What do the linear least-squares
regression statistics mean?
Correlation coefficient: Whether you use a
calculator’s built-in functions, a
spreadsheet or a statistics package, the
first statistic most chemists look at when
performing this analysis is the correlation
coefficient (r). The correlation coefficient
ranges from –1, a perfect negative
relationship, through zero (no relationship),
to +1, a perfect positive relationship
(Figures 1(a–c)). The correlation coefficient
is, therefore, a measure of the degree of
linear relationship between two sets of
data. However, the r value is open to
misinterpretation (8) (Figures 1(d) and (e),
show instances in which the r values alone
would give the wrong impression of the
underlying relationship). Indeed, it is
possible for several different data sets to
yield identical regression statistics (r value,
residual sum of squares, slope and
intercept), but still not satisfy the linear
assumption in all cases (9). It, therefore,
remains essential to plot the data in order
to check that linear least-squares statistics
are appropriate.
As in the t-tests discussed in the first
paper (10) in this series, the statistical
significance of the correlation coefficient is
dependent on the number of data points.
To test if a particular r value indicates a
statistically significant relationship we can
use the Pearson’s correlation coefficient
test (Table 1). Thus, if we only have four
points (for which the number of degrees of
freedom is 2) a linear least-squares
correlation coefficient of –0.94 will not be
significant at the 95% confidence level.
However, if there are more than 60 points
an r value of just 0.26 (r2 = 0.0676) would
indicate a significant, but not very strong,
positive linear relationship. In other words,
a relationship can be statistically significant
but of no practical value. Note that the test
used here simply shows whether two sets
are linearly related; it does not “prove”
linearity or adequacy of fit.
It is also important to note that a
significant correlation between one
variable and another should not be taken
as an indication of causality. For example,
there is a negative correlation between
time (measured in months) and catalyst
performance in car exhaust systems.
However, time is not the cause of the
deterioration, it is the build up of sulfur
and phosphorous compounds that
gradually poisons the catalyst. Causality is,
One of the most frequently used statistical methods in calibration is linear
regression. This third paper in our statistics refresher series concentrates on
the practical applications of linear regression and the interpretation of the
regression statistics.
Shaun Burke, RHM Technology Ltd, High Wycombe, Buckinghamshire, UK.
Regression
and Calibration
LC•GC Europe Online Supplement14 statistics and data analysis
in fact, very difficult to prove unless the
chemist can vary systematically and
independently all critical parameters, while
measuring the response for each change.
Slope and intercept
In linear regression the relationship
between the X and Y data is assumed to
be represented by a straight line, Y = a +
bX (see Figure 2), where Y is the estimated
response/dependent variable, b is the slope
(gradient) of the regression line and a is
the intercept (Y value when X = 0). This
straight-line model is only appropriate if
the data approximately fits the assumption
of linearity. This can be tested for by
plotting the data and looking for curvature
(e.g., Figure 1(d)) or by plotting the
residuals against the predicted Y values or
X values (see Figure 3).
Although the relationship may be known
to be non-linear (i.e., follow a different
functional form, such as an exponential
curve), it can sometimes be made to fit the
linear assumption by transforming the data
in line with the function, for example, by
taking logarithms or squaring the Y and/or
X data. Note that if such transformations
are performed, weighted regression
(discussed later) should be used to obtain
an accurate model. Weighting is required
because of changes in the residual/error
structure of the regression model. Using
non-linear regression may, however, be a
better alternative to transforming the data
when this option is available in the
statistical packages you are using.
Residuals and residual standard error
A residual value is calculated by taking the
difference between the predicted value
and the actual value (see Figure 2). When
the residuals are plotted against the
predicted (or actual) data values the plot
becomes a powerful diagnostic tool,
enabling patterns and curvature in the data
to be recognized (Figure 3). It can also be
used to highlight points of influence (see
Bias, leverage and outliers overleaf).
The residual standard error (RSE, also
known as the residual standard deviation,
RSD) is a statistical measure of the average
residual. In other words, it is an estimate
of the average error (or deviation) about
the regression line. The RSE is used to
calculate many useful regression statistics
including confidence intervals and outlier
test values.
where s(y) is the standard deviation of the y values in the calibration, n is the number of
data pairs and r is the least-squares regression correlation coefficient.
Confidence intervals
As with most statistics, the slope (b) and intercept (a) are estimates based on a finite
sample, so there is some uncertainty in the values. (Note: Strictly, the uncertainty arises
from random variability between sets of data. There may be other uncertainties, such as
measurement bias, but these are outside the scope of this article.) This uncertainty is
quantified in most statistical routines by displaying the confidence limits and other
statistics, such as the standard error and p values. Examples of these statistics are given in
Table 2.
RSE ϭ s(y)
(n Ϫ1)
(n Ϫ2)
1 Ϫr2
table 1 Pearson's correlation coefficient test.
Degrees of freedom Confidence level
(n-2) 95% ( ␣ = 0.05) 99% ( ␣ = 0.01)
2 0.950 0.990
3 0.878 0.959
4 0.811 0.917
5 0.754 0.875
6 0.707 0.834
7 0.666 0.798
8 0.632 0.765
9 0.602 0.735
10 0.576 0.708
11 0.553 0.684
12 0.532 0.661
13 0.514 0.641
14 0.497 0.623
15 0.482 0.606
20 0.423 0.537
30 0.349 0.449
40 0.304 0.393
60 0.250 0.325
Significant correlation when |r| ≥ table value
1
-0.8
-1
0.8
0.6
0.4
0.2
0
5 10 20 25 30 35 40 45 50 5515 60
-0.2
-0.4
-0.6
Correlationcoefficient(r)
Degrees of freedom (n-2)
95% confidence level
99% confidence level
15LC•GC Europe Online Supplement statistics and data analysis
The p value is the probability that a value could arise by chance if the true value was
zero. By convention a p value of less than 0.05 indicates a significant non-zero statistic.
Thus, examining the spreadsheet’s results, we can see that there is no reason to reject the
hypothesis that the intercept is zero, but there is a significant non-zero positive
gradient/relationship. The confidence intervals for the regression line can be plotted for all
points along the x-axis and is dumbbell in shape (Figure 2). In practice, this means that the
model is more certain in the middle than at the extremes, which in turn has important
consequences for extrapolating relationships.
When regression is used to construct a calibration model, the calibration graph is used
in reverse (i.e., we predict the X value from the instrument response [Y-value]). This
prediction has an associated uncertainty (expressed as a confidence interval)
Conf. interval for the prediction is:
where a is the intercept and b is the slope obtained from the regression equation.
Y
–
is the mean value of the response (e.g., instrument readings) for m replicates (replicates
are repeat measurements made at the same level).
y– is the mean of the y data for the n points in the calibration. t is the critical value obtained
from t-tables for n–2 degrees of freedom. s(x) is the standard deviation for the
X predicted Ϯ
t RSE
b
1
m ϩ 1
n ϩ
YϪy
2
b2
n Ϫ1 s x
2
Xpredicted ϭ
Y Ϫa
b
x data for the n points in the calibration.
RSE is the residual standard error for the
calibration.
If we want, therefore, to reduce the size
of the confidence interval of the prediction
there are several things that can be done.
1. Make sure that the unknown
determinations of interest are close to
the centre of the calibration (i.e., close
to the values x–,y– [the centroid point]).
This suggests that if we want a small
confidence interval at low values of x
then the standards/reference samples
used in the calibration should be
concentrated around this region. For
example, in analytical chemistry, a typical
pattern of standard concentrations
might be 0.05, 0.1, 0.2, 0.4, 0.8, 1.6
possible outlier
0.14
0.06
0.08
0.1
0.12
0.04
0.02
0
-0.02
-0.04
-0.06
-0.08
0 21 3 4 5 6 7 8 9 10
Residuals
X
figure 3 Residuals plot.
r = -1
r = 0
r = 0
r = 0.99
r = 0.9
r = 0.9
r = +1
(a)
(b)
(d)
(e)
(f)
(g)
(c)
figure 1 Correlation coefficients and
goodness of fit.
Y= -0.046 + 0.1124 * X
r = 0.98731
Intercept Slope
Correlation coefficient
Intercept
confidence limits for the prediction
confidence limits for
the regression line
Residuals
1.4
1.2
1.0
0.8
0.6
0.4
0.2
0.0
-0.2
0 2 4 6 8 10 12
Y
X
figure 2 Calibration graph.
LC•GC Europe Online Supplement16 statistics and data analysis
(i.e., only one or two standards are used at
higher concentrations). While this will lead
to a smaller confidence interval at lower
concentrations the calibration model will
be prone to leverage errors (see below).
2. Increase the number of points in the
calibration (n). There is, however, little
improvement to be gained by going
above 10 calibration points unless
standard preparation and analysis is
rapid and cheap.
3. Increase the number of replicate
determinations for estimating the
unknown (m). Once again there is a
law of diminishing returns, so the
number of replicates should typically
be in the range 2 to 5.
4. The range of the calibration can be
extended, providing the calibration is still
linear.
Bias, leverage and outliers
Points of influence, which may or may not
be outliers, can have a significant effect on
the regression model and therefore, on its
predictive ability. If a point is in the middle
of the model (i.e., close to x–) but outlying
on the Y axis, its effect will be to move the
regression line up or down. The point is
then said to have influence because it
introduces an offset (or bias) in the
predicted values (see Figure 1(f)). If the
point is towards one of the extreme ends
of the plot its effect will be to tilt the
regression line. The point is then said to
have high leverage because it acts as a
lever and changes the slope of the
regression model (see Figure 1(g)).
Leverage can be a major problem if one or
two data points are a long way from all the
other points along the X axis.
A leverage statistic (ranging between
1_
n and 1) can be calculated for each value
of x. There is no set value above which this
leverage statistic indicates a point of
influence. A value of 0.9 is, however, used
by some statistical software packages.
where xi is the x value for which the leverage statistic is to be calculated, n is the
number of points in the calibration and x– is the mean of all the x values in the calibration.
To test if a data point (xi,yi) is an outlier (relative to the regression model) the following
outlier test can be applied.
where RSE is the residual standard error, sy is the standard deviation of the Y values, Yi is
the y value, n is the number of points, y– is the mean of all the y values in the calibration
and residualmax is the largest residual value.
For example, the test value for the suspected outlier in Figure 3 is 1.78 and the critical
value is 2.37 (Table 3 for 10 data points). Although the point appears extreme, it could
reasonably be expected to arise by chance within the data set.
Extrapolation and interpolation
We have already mentioned that the regression line is subject to some uncertainty and that
this uncertainty becomes greater at the extremes of the line. If we, therefore, try to
extrapolate much beyond the point where we have real data (Ϯ10%) there may be
relatively large errors associated with the predicted value. Conversely, interpolation near
the middle of the calibration will minimize the prediction uncertainty. It follows, therefore,
that when constructing a calibration graph, the standards should cover a larger range of
concentrations than the analyst is interested in. Alternatively, several calibration graphs
covering smaller, overlapping, concentration ranges can be constructed.
Test value ϭ
residualma x
RSE 1 ϩ 1
n ϩ
YiϪy 2
n Ϫ1 sy
2
Leverage i ϭ 1
n ϩ
xiϪx
2
Σj = 1
n
xjϪx 2
table 2 Statistics obtained using Excel 5.0 regression analysis function from the data used to generate the calibration graph in Figure 2.
Coefficients Standard Error t Stat p value Lower 95% Upper 95%
Intercept -0.046000012 0.039648848 -1.160185324 0.279423552 -0.137430479 0.045430455
Slope 0.112363638 0.00638999 17.58432015 1.11755E-07 0.097628284 0.127098992
*Note the large number of significant figures. In fact none of the values above warrant more than 3 significant figures!
Concentration
Response
(a)
Predicted value
Residuals
(b)
0
figure 4 Plots of typical instrument response versus concentration.
17LC•GC Europe Online Supplement statistics and data analysis
Weighted linear regression and calibration
In analytical science we often find that the precision changes with concentration. In
particular, the standard deviation of the data is proportional to the magnitude of the value
being measured, (see Figure 4(a)). A residuals plot will tend to show this relationship even
more clearly (Figure 4(b)). When this relationship is observed (or if the data has been
transformed before regression analysis), weighted linear regression should be used for
obtaining the calibration curve (3). The following description shows how the weighted
regression works. Don’t be put off by the equations as most modern statistical software
packages will perform the calculations for you. They are only included in the text for
completeness.
Weighted regression works by giving points known to have a better precision a higher
weighting than those with lower precision. During method validation the way the standard
deviation varies with concentration should have been investigated. This relationship can
then be used to calculate the initial weightings
at each of the n
concentrations in the calibration.
These initial weightings can then be
standardized by multiplying by the number
of calibration points divided by the sum of
all the weights to give the final weights (Wi).
The regression model generated will be
similar to that for non-weighted linear
regression. The prediction confidence
intervals will, however, be different.
The weighted prediction (xw) for a given
instrument reading (y) for the regression
model forcing the line through the origin (y
= bx) is:
with
where Y
–
is the mean value of the
response (e.g., instrument readings) for m
replicates and xi and yi are the data pair for
the ith point.
By assuming the regression line goes
through the origin a better estimate of the
slope is obtained, providing that the
assumption of a zero intercept is correct.
This may be a reasonable assumption in
some instrument calibrations. However, in
most cases, the regression line will no
longer represent the least-squares “best
line” through the data.
b(w) ϭ
Wixi yiΣi = 1
n
Wixi
2
Σi = 1
n
X(w)predicted
ϭ Y
bw
Wi ϭwi
n
wjΣj = 1
n
(wi ϭ 1
si
2)
table 3 Outlier test for simple linear least-squares regression.
Sample size Confidence table-value
(n) 95% 99%
5 1.74 1.75
6 1.93 1.98
7 2.08 2.17
8 2.20 2.23
9 2.29 2.44
10 2.37 2.55
12 2.49 2.70
14 2.58 2.82
16 2.66 2.92
18 2.72 3.00
20 2.77 3.06
25 2.88 3.25
30 2.96 3.36
35 3.02 3.40
40 3.08 3.43
45 3.12 3.47
50 3.16 3.51
60 3.23 3.57
70 3.29 3.62
80 3.33 3.68
90 3.37 3.73
100 3.41 3.78
3
3.5
4
2.5
2
1.5
0 10 30 40 50 60 70 80 90 10020
Testvalue
Number of samples (n)
95%
99%
LC•GC Europe Online Supplement18 statistics and data analysis
References
(1) G.W. Snedecor and W.G. Cochran, Statistical
Methods, The Iowa State University Press, USA,
6th edition (1967).
(2) N. Draper and H. Smith, Applied Regression
Analysis, John Wiley & Sons Inc., New York,
USA, 2nd edition (1981).
(3) BS ISO 11095: Linear Calibration Using
Reference Materials (1996).
(4) J.C. Miller and J.N. Miller, Statistics for
Analytical Chemistry, Ellis Harwood PTR Prentice
Hall, London, UK.
(5) A.R. Hoshmand, Statistical Methods for
Environmental and Agricultural Sciences, 2nd
edition, CRC Press (ISBN 0-8493-3152-8)
(1998).
(6) T.J. Farrant, Practical Statistics for the Analytical
Scientist, A Bench Guide, Royal Society of
Chemistry, London, UK (ISBN 0 85404 4226)
(1997).
(7) Statistical Software Qualification: Reference
Data Sets, Eds. B.P. Butler, M.G. Cox, S.L.R.
Ellison and W.A. Hardcastle, Royal Society of
Chemistry, London, UK (ISBN 0-85404-422-1)
(1996).
(8) H. Sahai and R.P. Singh, Virginia J. Sci., 40(1),
5–9, (1989).
(9) F.J. Anscombe, Graphs in Statistical Analysis,
American Statistician, 27, 17–21, February
1973.
(10) S. Burke, Scientific Data Management, 1(1),
32–38, September 1997.
(11) M. Sargent, VAM Bulletin, Issue 13, 4–5,
Laboratory of the Government Chemist
(Autumn 1995).
Shaun Burke currently works in the Food
Technology Department of RHM Technology
Ltd, High Wycombe, Buckinghamshire, UK.
However, these articles were produced while
he was working at LGC, Teddington,
Middlesex, UK (http://www.lgc.co.uk).
The associated uncertainty for the weighted prediction, expressed as a confidence
interval is then:
Conf. interval for the prediction is
where t is the critical value obtained from t tables for n–2 degrees of freedom at a
stated significance level (typically a = 0.05), Wi is the weighted standard deviation for the
x data for the ith point in the calibration, m is the number of replicates and the weighted
residual.
Standard error for the calibration
Conclusions
• Always plot the data. Don’t rely on the regression statistics to indicate a linear
relationship. For example, the correlation coefficient is not a reliable measure of
goodness-of-fit.
• Always examine the residuals plot. This is a valuable diagnostic tool.
• Remove points of influence (leverage, bias and outlying points) only if a reason can be
found for their aberrant behaviour.
• Be aware that a regression line is an estimate of the “best line” through the data and
that there is some uncertainty associated with it. The uncertainty, in the form of a
confidence interval, should be reported with the interpolated result obtained from any
linear regression calibrations.
Acknowledgement
The preparation of this paper was supported under a contract with the Department of
Trade and Industry as part of the National Measurement System Valid Analytical
Measurement Programme (VAM) (11).
RSE(w) ϭ
Wj yj
2
Σj = 1
n
Ϫb(w)
2
Wjxj
2
Σj = 1
n
n Ϫ1
X(w)predicted
Ϯ
t RSE(w)
b(w)
1
mWi
ϩ Y
2
b(w)
2
Wjxj
2
Σj = 1
n