[R] Loess

[Davorka Gulisija]

Hi,


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.

Thank you,


Davorka