R help - Mar 2003 - Loess

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

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 
loess.
> 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)
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