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We applied both the ordinary linear regression (OLR) and the new uncertainty weighted linear regression (UWLR) models for the calibration and comparison of a XRF machine through 59 geochemical reference materials (GRMs) and a procedure blank sample. The mean concentration and uncertainty data for the GRMs used for the calibrations (Supplementary Materials) (available here) filewere achieved from an up-to-date compilation of chemical data and their processing from well-known discordancy and significance tests. The drift-corrected XRF intensity and its uncertainty were determined from mostly duplicate pressed powder pellets. The comparison of the OLR (linear correlation coefficient r∼0.9523–0.9964 and 0.9771–0.9999, respectively, for before and after matrix correction) and UWLR models (r∼0.9772–0.9976 and 0.9970–0.9999, respectively) clearly showed that the latter with generally higher values of r is preferable for routine calibrations of analytical procedures. Both calibrations were successfully applied to rock matrices, and the results were generally consistent with those obtained in other laboratories although the UWLR model showed mostly narrower confidence limits of the mean (slope and intercept) or lower uncertainties than the OLR. Similar sensitivity (∼2.69–46.17 kc·s−1·%−1 for the OLR and ∼2.78–59.69 kc·s−1·%−1 for the UWLR) also indicated that the UWLR could advantageously replace the OLR model. Another novel aspect is that the total uncertainty can be reported for individual chemical data. If the analytical instruments were routinely calibrated from the UWLR model, this action would make the science of geochemistry more quantitative than at present.