[R] Help with loess "Standard Error of the Residuals"

[Bert Gunter]

John:

1. This is not really an R question. You should post on statistics
help list , e.f. stats.stackexchange.com

Also, inline below.

-- Bert

On Mon, Apr 30, 2012 at 8:44 AM, John Haslett <JHASLETT at tcd.ie> wrote:
> Dear All
>
> I'm having trouble working out what exactly loess means by its "Standard Error of the Residuals"   denoted s
> and in particular when the weights argument is invoked.
>
> For example, if the weights are weights are all =1, then s^2 is nearly sum sq res/ (n -1 - 'equiv num paras')
>
> If the weights are all k then s is proportional to k
>
> If the weights are unequal, I don't know what it does.
>
> Help directs me to very old documentation on cloess, which sheds no great light.
>
> I'm sure this is written down somewhere...........
Don't be. Lowess/loess is very old, going back to the 1970's or early
80's I believe. You may have to go back to (Bill Cleveland's I
believe) original papers.

But, more to the point, lo(w)ess is algorithm, not model-based; so it
is not exactly clear how to determine df used by the fitting and
therefore those left for residuals. I'm not sure how accepted the
definitions baked into R's calculations are. Again, original resources
may be the only resource.


>
> Thanks in advance
>
> John Haslett
>
>
>
>
>
> Prof of Statistics, Trinity College Dublin
> Office phone + 353 1 896 1114
>
>
>        [[alternative HTML version deleted]]
>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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