Loess
On Sun, 23 Mar 2003, Davorka Gulisija wrote:
I am using Loess.smooth (Modreg) in order to infer certain relationship
I presume you mean loess.smooth in package modreg? (People do sometimes modify functions and (un-)capitalize the names.)
for the data set of ~130,000 observations with ~300 distinct values of single predictor. I understand that fitted values (y-hat) are just 300 Weighted LS fits in certain neighborhood of predictors.
That is not what ?loess.smooth says it does, and it does what its help says not what you claim -- you seem to be confusing loess.smooth with loess.
I am bit confused about how exactly is this neighborhood assigned . Say I choose spanning parameter = .5, for each LS analysis 75000 observations should be used. However, intuitively it doesn't seem right since points are not equally distributed among predictors and there are many observations for a single value of predictor. I would appreciate if someone could clear this for me.
The help pages and their references will help you clear up your confusion: the source code is the ultimate authority.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595