R help - Oct 2011 - loess question

Hi All,

I am trying to use loess to smooth a 2D image, and also obtain the 
standard error for every pixel.  I see that the standard error does not 
make sense.  For example, running the following:

library(stats)
x <- array(c(1:100), dim=c(100,100))
y <- t(x)
v <- exp(-((x-50)^2+(y-50)^2)/30^2)
s <- v*0.02
g_noise <- rnorm(10000, mean = 0, sd = s)
f <- v + g_noise
f.loess <- loess(f ~ x + y, span=0.1, data.frame(x=c(x),y=c(y),f=c(f)))
f.predict <- predict(f.loess, data = data.frame(x = c(x), y = c(y), f = 
c(f)), span = 0.1,se=TRUE)
image(1:100,1:100,matrix(f.predict$se,nrow=100))

I get an image of the standard error that has peaks at regular grid 
nodes.  Shouldn't I expect to see roughly the same error that I put in 
(in this case g_noise)?  I notice that the noise peaks move apart for 
higher span values.

Thanks for your help!
Saurav

Below.

-- Bert

On Fri, Oct 7, 2011 at 1:09 PM, Saurav Pathak <saurav@sas.upenn.edu>
wrote:
> Hi All,
>
> I am trying to use loess to smooth a 2D image, and also obtain the standard
> error for every pixel.  I see that the standard error does not make sense.
>  For example, running the following:
>
> library(stats)
> x <- array(c(1:100), dim=c(100,100))
> y <- t(x)
> v <- exp(-((x-50)^2+(y-50)^2)/30^2)
> s <- v*0.02
> g_noise <- rnorm(10000, mean = 0, sd = s)
> f <- v + g_noise
> f.loess <- loess(f ~ x + y, span=0.1,
data.frame(x=c(x),y=c(y),f=c(**f)))
> f.predict <- predict(f.loess, data = data.frame(x = c(x), y = c(y), f
> c(f)), span = 0.1,se=TRUE)
> image(1:100,1:100,matrix(f.**predict$se,nrow=100))
>
> I get an image of the standard error that has peaks at regular grid nodes.
>  Shouldn't I expect to see roughly the same error that I put in (in
this
> case g_noise)?

No. Apparently you do not know the difference between standard error (of a
fitted value) and standard deviation. I suggest you consult someone who
does.



>  I notice that the noise peaks move apart for higher span values.
>
> Thanks for your help!
> Saurav
>
> ______________________________**________________
> R-help@r-project.org mailing list
>
https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help>
> PLEASE do read the posting guide http://www.R-project.org/**
> posting-guide.html <http://www.R-project.org/posting-guide.html>
> and provide commented, minimal, self-contained, reproducible code.
>
	[[alternative HTML version deleted]]