ripley at stats.ox.ac.uk
Sun Mar 23 20:54:52 CET 2003
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
> 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
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