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<br /> <br />N <br />o <br />..'... <br />0') <br /> <br />term (a*) as a function of time. Mueller and Osen evaluated the intercept <br />term using a single-harmonic function with a period of 1 year: <br /> <br />031, = 030 + 031 sine~) + 032 cose~) (4) <br /> <br />where <br /> <br />m = month of the year; and <br /> <br />- - <br />ao, ai, and a2 = regression coefficients. <br /> <br />Combining equations 3 and 4 yields: <br /> <br />In(C) = 030 + aJ: sin e~) + 032 cos e~) + b In(Q). <br /> <br />Mueller and Os en (1987) used a model of this type to estimate dissolved- <br />solids discharge at sites in the Upper Colorado River basin. They found that <br />the residual variance from a simple least-squares fit was not usually con- <br />stant, which would imply a violation of the constant-variance assumption. To <br />achieve constant variance, Mueller and Osen used weighted regression. Mo~t of <br />the inequality in residual variance was associated with variation in stream- <br />flow, which was correlated with month of the year. Therefore, weighting <br />factors were computed based on the inverse of the monthly residual variance <br />from the simple least-squares fit. <br /> <br />When the linearized model (eq. 5) is detransformed to give estimates of <br />dissolved-solids concentration in original units, it becomes: <br /> <br />C = exp[ao + 031 sine~)+ 032 cose~)Ji. <br /> <br /> <br />Miller (1984) showed that detransformation of a calibrated model can produce a <br />biased estimator of the mean response. Therefore, a bias-correction factor <br />must be included in the detransformed equation. For a model calibrated to <br />natural logarithms and with normally distributed residuals, Miller recommended <br />the bias-correction factor (BC) as: <br /> <br />BC = exp (>.&2) (7) <br /> <br />where &2 is the mean square error, which is an estimator of the residual <br />variance. Miller's formulation was based on ordinary least-squares regres- <br />sion, and must be modified for use with weighted least-squares regression. In <br />a weighted least-squares solution, the residual variance is assumed to be <br /> <br />9 <br /> <br />'" <br /> <br />.., ,~ <br /> <br />.f, <br />" <br /> <br />"1 <br /> <br />;1 <br /><'j <br /> <br />.~ <br /> <br /> <br />(5 ) <br /> <br /> <br />(6) <br />