Accred Qual Assur (2005) 10: 338–343

DOI 10.1007/s00769-005-0008-5 GENERAL PAPER

Stephen L. R. Ellison
Including correlation effects in an
improved spreadsheet calculation
of combined standard uncertainties

Abstract A spreadsheet method al- only when the correlated contribution

Received: 25 October 2004
Accepted: 13 June 2005
Published online: 11 October 2005


C LGC Limited 2005
Electronic Supplementary
Material Supplementary material is
available for this article at
http://dx.10.1007/s00769-005-0008-5
S. L. R. Ellison (
)
LGC Limited,
Queens Road, Teddington, Middlesex,
TW11 0LY England
e-mail: s.ellison@lgc.co.uk
Tel.: +440-20-8943-7325
Fax: +440-20-8943-2767
lowing rapid calculation of combined
standard uncertainties is described.
The model used allows explicitly
for correlation effects, and requires
a user to enter only the parameters,
the calculation used to obtain the final
result (including relevant influence
factors), the individual standard
uncertainties for the parameters,
and estimates of correlation
coefficients where necessary. The
estimation of correlation coefficients
in common cases is discussed,
and it is shown that correlation
is likely to be practically significant
to individual standard uncertainties
is significantly over about 30%
of the relevant standard uncertainty,
leading to correlation coefficients |r|
greater than 0.1. The implementation
includes a more robust differentiation
algorithm than previously
reported for spreadsheet use, and
initial preparation of the spreadsheets
has been automated. The principle
is illustrated with a simple example.
Keywords Measurement
uncertainty . Correlation .
Spreadsheet

Introduction extended to include a correlation term:

 2

The ISO “Guide to the Expression of Uncertainties in Mea-   ∂y
 u(x )
 i
u(y(xi , x j ...)) =  i=1,n ∂ xi 
surement” [1] and related guidance for analytical chemistry
[2], bases estimation of combined (that is, overall) un-  
  ∂y ∂y
certainties on the combination of individual contributing + u(xi , x j )
uncertainties expressed as standard uncertaintys, that is, i, j=1,n(i= j) ∂ x i ∂ x j
(2)
as standard uncertainties. The method of combination is
based on the general expression for combining standard where u(xi , xj ) is the estimated covariance between xi
uncertainties; the standard uncertainty u(y) of a value y and xj . The covariance may be related to the correlation
is calculated from the estimated standard uncertainties coefficient rij using
u(xi ) of the independent parameters x1 , x2 . . . on which it
depends is ri j = u(xi , x j )/u(xi )u(x j ) (3)

Though these expressions reduce to relatively simple

  2
 ∂y forms for cases involving summation or multiplicative ex-
u(y) =  u(xi ) (1) pressions, it is often time consuming to reduce complex
i=1,n
∂ xi expressions to simple forms. Further, the process is prone
to both algebraic errors and errors in interpretation. It is,
of course, possible to obtain the necessary derivatives in
where ∂y/∂xi is the partial differential of y with respect to symbolic alegebra manipulation software, but that is rarely
xi . Where variables are not independent, the relationship is available in an analytical laboratory.
 339

A viable alternative is the use of numerical methods im- A B C D E

plemented using widely available spreadsheet software. 1
Kragten [3] has demonstrated that approximate numeri- 2 a u(a) a’=a+u(a) a a
3 b u(b) b b’=b+u(b) b
cal methods employing relatively simple spreadsheets can 4 c u(c) c c c’=c+u(c)
provide sufficiently reliable estimates of combined stan- 5
dard uncertainties for many practical purposes, including 6 y= u(y)= y (a’)=f(a’,b,c) y (b’)=f(a,b’,c) y (c’)=f(a,b,c’)
f(a,b,c) SUM(C8:E8)
the estimation of measurement uncertainty.The process
7 u(y,a)=y (a’)-y u(y,b)=y (b’)-y u(y,c)=y(c’)-y
depends on direct calculation of the terms (∂y/∂xi )u(xi )
which may then be combined as in Eq. (1). However, the 8 C7*C7 D7*D7 E7*E7

method used is adapted to include correlations only by ex-
plicitly adding terms of the form (∂y/∂xi ) u(xi ) (∂y/∂xj )
u(xj )rij to the otherwise simple summation expression used
to calculate u(y). Though this is practicable for many pur-
poses, as most correlated effects are small, it nonetheless
reduces the generality of the process and makes it harder to
provide a completely automated solution to the problem.
This paper describes a number of measures aimed at im-
proving the generality of the technique. I describe an adap-
tation of the spreadsheet method which takes advantage
of the form of Eq. (2) to provide a more general solution,
requiring a user to enter only the parameters, their indi-
vidual standard uncertainties, the calculation of the final
value and any estimates of correlation coefficients, without
modification to the calculations of the combined standard
uncertainties. To facilitate estimation and use of correlation
coefficients in uncertainty estimation, the common case of
parameters affected by the same influence factor is consid-
ered and a general expression and some relevant simplifi-
cations for estimating correlation coefficients are derived.
These expressions lead to some useful observations on the
practical significance of correlation. Finally, a further im-
provement in the generality of the spreadsheet, through
use of an alternative differentiation approximation, is de-
scribed, and substantial automation of spreadsheet prepa-
ration is reported.
Fig. 1 Schematic representation of spreadsheet calculations (After
Kragten [3]). a, b, c represent parameters involved in the calculation
of y; the calculation itself is at cell A6. u(a) is the standard uncer-
tainty associated with a. u(y, a) is the contribution of the standard
uncertainty in a to the standard uncertainty associated with y, and is
the calculated approximation to the term (∂y/∂xi )u(xi ) (see text). The
shaded region in row 6 holds the recalculated results with one value
in turn incremented (columns C, D) and decremented (E, F) by its
uncertainty; row 7 contains the calculated uncertaity contributions
using Eq. (14)
the implementation at (4) is shown here for simplicity of
presentation). For independent variables xi , these terms are
subsequently combined according to Eq. (1), in this exam-
ple by placing the squared results from row 7 in row 8 and
by setting cell B6 to the square root of the sum of values
in row 8. Correlation terms (Eq. (2)) then need to be added
directly to the expression in B6.
Including correlation
The issue of correlation in uncertainty estimates has re-
cently been revisited, highlighting the need for routine
methods of treating correlation [4]. This can be accommo-
dated in a general spreadsheet implementation as follows.
Taking Eq. (2) and substituting from Eq. (3):

u(y(xi , x j ...))
Discussion

  2   ∂y ∂y 
 ∂y
= u(xi ) + u(xi )u(x j )ri j
The basic principle outlined by Kragten [3] is illustrated
i=1,n
∂ xi i, j=1,n(i= j)
∂ xi ∂ x j
in the schematic spreadsheet in Fig. 1. Note that row 6 is


completed by the user, after entering the initial calculation     
 ∂y ∂y
at cell A6, by simply copying the calculation from A6 = u(xi ) u(x j ) ri j (5)
∂ xi ∂xj
across the row. This is the only change normally required i, j=1,n

once the spreadsheet is set up. It is feasible to set up the

sheet to allow for a large number of parameters, and simply where rij =1 for i=j.
leave unused values as zero; the calculation of uncertainty The summation term in Eq. (5) is across all products
will not be affected. In this schematic, three parameters are of pairs of terms (∂y/∂xi )u(xi ), multiplied by the appropri-
shown and all three are used. ate value of r. This observation suggests a simple imple-
The method implemented by Kragten relies on the ap- mentation based on two diagonally symmetric matrices R
proximation and B, whose elements Rij and Bij respectively are given
by
(∂ y/∂ xi )u(xi ) ≈ y(xi + u(xi )) − y(xi ) (4) 
 1 where i = j
Ri j = 
which is a simplified form of the usual implementation of ri j where i = j
a numerical differential [5], to provide direct calculations
of the terms (∂y/∂xi )u(xi ) (for derivation, see Kragten [3]).   
∂y ∂y
These appear at row 7 in Fig. 1. (An improved approx- Bi j = u(xi ) u(x j )
imation in use in this laboratory is described below, but ∂ xi ∂x j
340

A B C D E
both weights, but by virtue of the two readings being af-
1 fected in the same way, introduces a correlated effect on
2 a u(a) a+u(a) a a the measured weight readings and therefore affects the un-
3 b u(b) b b +u(b) b
4 c u(c) c c c+u(c) certainty of the derived quantity, relative density. Where
5 such a derived quantity (which may be a ratio, difference
6 y= s (y)= y (a’)=f(a’,b,c) y (b’)=f(a,b’,c) y(c’)=f(a,b,c’)
f(a,b,c) SUM(C15:E17)
or more complex form) can be characterised directly, one
7 u(y,a)=y(a’)-y u(y,b)=y(b’)-y u(y,c)=y(c’)-y way around this difficulty is to replace the separate terms in
8 the measurement equation with the derived quantity itself
9 a b c
10 a 1 r(a,b) r (a,c)
and estimate the uncertainty in the derived quantity directly
11 b [D10] 1 r ( b, c) [2]. However, it is not always possible to eliminate corre-
12 c [E10] [E11] 1 lations in this way. Sometimes the derived quantity may
13
14 a b c not be directly observable, or it may simply be uneconomic
15 a [C7]*[C7]*[C10] [C7]*[D7]*[D10] [C7]*[E7]*[E10] to characterise the behaviour of the derived quantity when
16 b [D15] [D7]*[D7]*[D11] [D7]*[E7]*[E11] the separate input quantities can be conveniently studied.
17 c [E15] [E16] [E7]*[E7]*[E12]
Given a simple and automatic calculation, it may then be
Fig. 2 Schematic representation of spreadsheet with correlations preferable to address the problem directly by forming an
Shaded regions here indicate that the cell contents are labels only.
Cross-references are indicated by grid reference (e.g. C7 is the cell estimate of the correlation coefficient r.
at row 7, column C; C15:E17 includes all nine cells in the range). Consider the case of a value y=y(p,q) for which the stan-
References in parentheses [] indicate that the reference is to the dard uncertainty u(y) is to be calculated using Eq. (2). The
value in the cell. Note the summation at B7. The region C10 to E12 two parameters p and q are characterised by combined
constitutes the matrix R, while C15 to E17 constitutes C (see text for
explanation) standard uncertainties uc (p), uc (q) respectively, in turn cal-
culated from a standard uncertainty u(c), representing the
contribution introduced by a common effect c, and inde-
The standard uncertainty u(y) can then be calculated as pendent standard uncertainties up’ , uq’ respectively. The
 separation of the uncertainty contributions in this way is
exactly equivalent to factoring p and q into independent
u(y) = Ri j Bi j (6) terms p and c, q and c respectively, that is
i, j=1,n

p = p( p  , c) r p  c = 0
which can be readily implemented as a simple calculation
using basic spreadsheet functions. q = q(q  , c) rq  c = 0 (7)
 
In practice, it is preferable to forego the intermediate and r p q = 0
matrix B in favour of C where Cij =Bij Rij , leading to the
implementation depicted in Fig. 2. In this schematic, cell where p(p , c) simply denotes that p is a function of p and
references are used in places to show cross-references more c etc., and c represents the influence of the common effect
clearly. Thus, the matrix C (C15 to E17), is constructed by on the result.1 From the general expression for covariance
reference to the values in row 7 and the correlation co- in cases involving common influence factors [1], we can
efficients entered in R (C10 to E12), while the combined write
standard uncertainty u(y) is simply the square root of the
summation over C. In the schematic, advantage is taken of ∂ p ∂q 2
u( p, q) = u (c) (8)
the diagonal symmetry in the matrices R and C by enter- ∂c ∂c
ing values into, and calculating, only the upper right part
of the matrices; the lower left portion is simply a copy and hence, from Eq. (3)
of the values at upper right. It is noteworthy that a sim-
∂ p ∂q 2
ple inspection of the values held here will immediately ∂c ∂c
u (c)
show the relative contribution of each parameter to the r pq =
u c ( p)u c (q)
overall uncertainty, allowing a quick check for significant
components. (Note: Eq. (8) is essentially identical to the covariance
estimate given as Eq. (11) of Ref. [4], though expressed in
terms of the partial derivatives of c instead of uncertainties
Estimation of correlation coefficients in p and q arising from uncertainty in c). This gives simple
expressions for rpq in the two common cases where the
In practice, correlations between parameters are often parameter c is combined with p and q additively and
found in uncertainty calculations where one or more known
systematic effects, each with its own uncertainty, affect two 1
Note that for many purposes it is convenient to choose c such that
different quantites in the measurement equation. For exam- p( p, c) = p and q(q , c) = q  . This will normally follow where the
ple, in two weighings in densitometry, uncertainty in any common factor c arises from a nominally null correction, such as in
air buoyancy correction (or arising from neglect of the the case of an assumption about which there is some uncertainty, or
correction) will appear as a component of uncertainty in a calibration step with associated uncertainty.

multiplicatively:
Additive : p = p + c, q = q  + c :
u 2 (c)
r pq = (9)
u c ( p)u c (q)
 
Multiplicative : p = p c, q = q c :


u(c) 2 u c ( p) u c (q)
r pq =
c p q -0.5
Note that Eq. (9) and 10 are closely similar in form;
Eq. (10) differs only in using relative standard uncertainties
where Eq. (9) uses absolute standard uncertainties.
A further simplification applies when the two parameters
have very similar standard uncertainties, as might often
be the case when considering weights by difference or
common volumetric operations when two parame-
ters are determined using identical equipment. Setting
u(p)=u(q)=u or (for (10)) u(p)/p=u(q)/q=RSD gives,
u 2 (c)
for additive cases : r pq =
u2
(u(c)/c)2
and for multiplicative : r pq =
RSD2
Equations (9) and (10) show that, for the common cases
detailed here, values for r can be calculated relatively easily
on the basis of the standard uncertainties associated with
each variable together with an estimate of the standard
uncertainty of the common contribution to each. Equally
importantly, these simple cases give considerable insight
into the behaviour of the overall uncertainty with changes
in the degree of correlation between parameters. Figure 3
shows the relationship between the relative change in com-
bined standard uncertainty as a function of the correlation
term. The relative change in the combined uncertainty is
shown as (ur −u0 )/u0 , where ur is the combined uncertainty
calculated for a correlation coefficient r and u0 that for
zero correlation. The correlation term is represented by the
dimensionless expression rK, where
∂ y/∂ p·∂ y/∂q
K =
|∂ y/∂ p·∂ y/∂q|
where K=1 when ∂y/∂p.∂y/∂q=0, and r is calculated from
the ratio of standard uncertainties u(c)/u in Eq. (11) (or rel-
ative standard uncertainties in 12). Since K is constrained
to either +1 or −1, the complete expression rK is neg-
ative for cases where the correlation results in reduced
uncertainty (e.g., for y=p−q with positive correlation) and
positive where correlation increases uncertainty (e.g., for
y=p+q with positive correlation). The most striking fea-
ture of Fig. 3 is that a high correlation (|r| ≈ 1) with ‘can-
celling’ effects can result in a reduction to zero combined
341
0.5
0.25
0
-1.00 -0.50 0.00 0.50 1.00
(ur-u0)/u0
-0.25
(10)
-0.75
-1
r.K
Fig. 3 Relative change in combined uncertainty with correlation
See text for explanation
uncertainty, making it most important to consider correla-
tions where cancellation of errors is likely. The effect of
a high positive correlation is less marked, but still results
(11)
in an increase of up to about 41%. However, it is clear
from Fig. 3 that where r is close to zero the gradient is not
steep, and for values of u(c)/u below about 0.3 (i.e. r<0.1),
(12) including the correlation term will make only a moderate
difference, suggesting that for many practical purposes in-
volving comparable input standard uncertainties, suspected
low correlations can safely be neglected.
Improved accuracy in calculated differentials
Kragten notes correctly that high numerical accuracy is
not essential in uncertainty calculations, the limitation nor-
mally being accuracy of estimation of individual compo-
nents [3]. The approximation at Eq. (4), exact for lin-
ear models, is accordingly often adequate in non-linear
cases, especially since its applicability can be verified by
comparison with results obtained on replacing y(xi +u(xi ))
with y(xi −u(xi )) and substituting analytically derived dif-
ferentials if necessary. However, non-linearity is not un-
common in chemistry, notably in the case of simple di-
vision, and where uncertainties are substantial with re-
spect to the relevant parameter the approximation can re-
(13) sult in appreciable error in the estimated uncertainty in
y. To reduce dependence on the assumption of linearity,
the implementation in this laboratory uses the quadratic
approximation
∂y y(xi + u(xi )) − y(xi − u(xi ))
si ≈ . (14)
∂ xi 2
Equation (14) is exact for quadratic functions, and repre-
sents a substantial improvement for many other non-linear
cases. For example, in the case of y=1/x with x=2 and
u(x)=0.1, analytical differentiation and calculation gives
342
A B C D E F
1 fect, as above. In practice, this is rarely necessary for effects
2 a s(a) a’=a+s(a) a a”=a-s(a)
3 b s(b) b b’=b +s (b) b b”=b-s(b)
5 on two or more contributions is usually well characterised
6 y =f(a,b) y (a’)=f(a’,b) y (b’)=f(a,b’) y (a’’)=f(a’’,b)
7 s (y,a)= s (y,b)=
(y (a’)-y (a’’))/2 (y (b’)-y(b’’))/2
8 direct approach is to extend the measurement equation (that
Fig. 4 Schematic representation of improved differentiation a, b
represent parameters involved in the calculation of y; the calcula-
tion itself is at cell A6. s(a) is the standard uncertainty associated
with a. s(y, a) is the contribution of the standard uncertainty in a
to the standard uncertainty associated with y and is the calculated
approximation to the term (∂y/∂xi ).si (see text)
u(y)=0.025, Eq. (4) u(y)=0.0238 (−4.8% relative error)
and Eq. (14) u(y)=0.0251 (0.25% relative error). As u(x)
increases, the absolute difference increases; with u(x)=0.2,
exact calculation gives u(y)=0.05, Eq. (4) u(y)=−0.0455
(9.1% relative error) and Eq. (14) u(y)=0.0505 (1.0% rel-
ative error). The larger of these latter errors is approaching
practical significance and would probably lead to man-
ual intervention in practice, while the error arising from
Eq. (14) remains well within acceptable limits.
The practical implementation of Eq. (14) is shown in
Fig. 4, which shows a schematic implementation based on a
two parameter problem. Comparison with Fig. 1 shows the
addition of columns (E and F here) which include the values
and calculations for y(xi −u(xi )) (denoted y(p ,q) etc.). The
calculations of the resulting contributions (∂y/∂xi ) u(xi ) are
at row 6 as before, showing the altered subtraction. These
values are used directly in the combined standard uncer-
tainty calculation after combination with relevant correla-
tion coefficients as above.
Note that under some circumstances, accurate differ-
entials may be less useful. In particular, situations near
maxima may result in near-zero differentials. In these
circumstances, max(y(xi )−y(xi −u(xi )), y(xi )−y(xi +u(xi )))
may provide a more sensible uncertainty estimate. This is
generally safe, but has the disadvantge of being conserva-
tive, that is, larger than the exact differential would predict;
for routine analysis, this is likely to be acceptable.
Degrees of freedom
The ISO Guide does not comment explicitly on the calcu-
lation of degrees of freedom in the presence of correlated
effects. Instead, it is assumed that all degrees of freedom are
associated with the individual uncertainties, and the effect
of any correlation on effective degrees of freedom appears
in the Welch-Satterthwaite calculation of effective degrees
of freedom only because the combined uncertainty changes
in the presence of correlation. Conformance with the ISO
guide does not, therefore, require explicit treatment of de-
grees of freedom in the correlation term. We accordingly
assume that degrees of freedom are sufficiently addressed
by application of the Welch-Satterthwaite equation (which
is described in Ref. [1]).
The effect of this assumption in practice is likely to be
modest, as the chief case in which a problem arises is the
calculation of a correlation coefficient from a common ef-
a
with small degrees of freedom, because a common effect
y(b’’)=f(a,b’’) (as in a zero correction for a balance, for example). If the
problem is suspected to be significant, however, the most
is, the model equation for the measurand, y=f(x1 , x2 . . .))
to include the common term explicitly and to identify the
independent contributions of the remaining terms. This of
course makes the calculation of correlation unnecessary,
but at the expense of a more complex measurement equa-
tion.
Automation
The combination of allowance for correlation and imple-
mentation of Eq. (14) adds substantially to the complexity
and preparation time for a given size of problem. The in-
creased difficulty is in part offset by the possibility, noted
above, of preparing standard spreadsheets of various sizes
and allowing unused parameters. Despite this, large correla-
tion matrices (over 5×5, say) involve a substantial amount
of input, increasing as the square of the number of parame-
ters, and the risks of mistakes in input become substantial.
In this laboratory the process has accordingly been fully au-
tomated using spreadsheet ‘macro’ functions. The result is
reliable and essentially instant preparation of an appropri-
ately sized spreadsheet given only the required number of
parameters. We have additionally automated the ‘calcula-
tion copy’, that is, the process of replicating the calculation
in cell A6 of Fig. 4 to cells B6-E6, simply to reduce mis-
takes at this final stage.
Calculation example: Moisture content by weight
The principle of estimating and including correlation
is illustrated by the following brief example, which is
based on a basic moisture determination and will allow
readers to check their implementation of the procedure.
For a simple moisture determination, a mean dry mass
md is subtracted from a mean original mass mo to
obtain a moisture content of (mo −md ), each value being
determined n times by weighing. Typically, uncertainties
will be derived for the individual averages m̄ 0 and m̄ d ,
and each will include a component for random variability
ur and one for calibration uncertainty uc . For this example,
simulated masses are used and a two-figure balance is
assumed for simplicity of development. Using typical
two-figure balance uncertainties from the first edition
of Ref. [2] (Appendix A3 of that edition), taken as the
calibration uncertainty uc is taken as 0.008 g, while the
standard uncertainty ur associated with random variability
is estimated at√0.03 g. Assuming three replicate weighings,
ur (m̄ i )=0.03/ 3=0.017,
√ leading to a combined uncer-
tainty u(m̄ i ) = 0.0082 + 0.0172 = 0.019 g, where m̄ i
denotes either mean mass. Without allowing for the
 343

A B C D
relatively small value of r, the change in calculated
1 uncertainty is not large. This quick verification makes it
2 m0 5.5 0.019 5.519 4.8 easy to decide whether to include, or neglect, the effect of
3 md 4.8 0.019 4.8 4.819
4 correlation.
5 moisture 0.7 0.719 0.671
6 uncertainty 0.024 0.019 -0.019
7
8 m0 md
9 m0 1 0.17 Summary and conclusions
10 md 0.17 1
11
12 m0 md It is practical and straightforward to include allowance for
13 m0 3.6 x 10
-4

-5
-6.4 x 10
-5

-4
14 md -6.4 x 10 3.6 x 10
15
Fig. 5 Example—moisture content calculation. The region C9 to
D10 constitutes the matrix of correlation coefficients R, while C13 to
D14 constitutes the contribution matrix C (see text for explanation).
The unlabelled column to the left of column A is inserted to show in-
put parameter names while retaining some cell labelling consistency
with previous figures. Quantities are in grams
correlated effect of calibration, this √
leads to a combined
uncertainty on moisture content of 0.0192 + 0.0192 =
0.027 g. However, from Eq. (11) we can calculate
0.0082
r (m̄ 0 , m̄ d ) = = 0.177,
0.0192
leading to the figures shown in Fig. 5 (The values for
weights are arbitrary, and do not affect the uncertainty
calculation in this instance). Note the reduction in overall
uncertainty to 0.024 g (cell A6); as expected from the
correlation in calculating combined standard uncertainties
in spreadsheet models, making estimates of uncertainty in-
volving correlated effects substantially simpler and more
general. Still greater generality is achieved through imple-
mentation of a quadratic approximation for differentiation,
leading to reduced error in non-linear models with sub-
stantial relative standard uncertainties. Use of spreadsheet
automation functions markedly improves ease of imple-
mentation in practice.
The general expression for estimation of appropriate cor-
relation coefficients leads to very simple expressions for
the most common cases. From the simple cases considered
here, the correlated contribution to individual standard un-
certainties will normally need to exceed about 30% of the
standard uncertainty associated with relevant parameters to
be practically significant.
Acknowledgements This work was supported under contract with
the UK Department of Trade and Industry as part of the Valid An-
alytical Measurement (VAM) programme. The author thanks Mr A
Williams for valuable discussion.

References
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Ellison SLR, Roesslein M (eds).
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and website
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0-948926-15-5)
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4. Haesselbarth W, Bremser W (2004)
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