Fitting variogram models by weighted least squares



Publication Details

Cressie, N. A. (1985). Fitting variogram models by weighted least squares. Journal of the International Association for Mathematical Geology, 17 (5), 563-586.


The method of weighted least squares is shown to be an appropriate way of fitting variogram models. The weighting scheme automatically gives most weight to early lags and down-weights those lags with a small number of pairs. Although weights are derived assuming the data are Gaussian (normal), they are shown to be still appropriate in the setting where data are a (smooth) transform of the Gaussian case. The method of (iterated) generalized least squares, which takes into account correlation between variogram estimators at different lags, offer more statistical efficiency at the price of more complexity. Weighted least squares for the robust estimator, based on square root differences, is less of a compromise. 1985 Plenum Publishing Corporation.

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