R help - Sep 2004 - smoothing noisy data with a twist

Hi,

I have a set of observations (x,y), derived from a previous estimation. 
For each observation I also have an estimated variance s(y) derived from 
the first stage.

The problem is that I need to smooth the data (x,y) while taking into 
account the fact that the y's have been estimated at a previous stage 
and thus already come with a variance. So, if I smooth the data I 
somehow need to take into account *two errors*, one from the smoothing 
and the other from the already noisy data that I start off with.

Does anyone have any idea how to do this?

thanks, matt.

One thing I would try is to supply 1/sd(y) as the weights to smoothers that
can accept them; e.g., loess().

Andy
> From: Matt Gibbs
> 
> Hi,
> 
> I have a set of observations (x,y), derived from a previous 
> estimation. 
> For each observation I also have an estimated variance s(y) 
> derived from 
> the first stage.
> 
> The problem is that I need to smooth the data (x,y) while taking into 
> account the fact that the y's have been estimated at a previous stage 
> and thus already come with a variance. So, if I smooth the data I 
> somehow need to take into account *two errors*, one from the 
> smoothing 
> and the other from the already noisy data that I start off with.
> 
> Does anyone have any idea how to do this?
> 
> thanks, matt.
> 
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