gulisija at calshp.cals.wisc.edu
Sun Mar 23 20:41:34 CET 2003
I am using Loess.smooth (Modreg) in order to infer certain relationship
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. 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.
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