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...........

Thanks in advance

John Haslett





Prof of Statistics, Trinity College Dublin
Office phone + 353 1 896 1114


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