R help - Apr 2012 - Help with loess "Standard Error of the Residuals"

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


	[[alternative HTML version deleted]]

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]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.


-- 

Bert Gunter
Genentech Nonclinical Biostatistics

Internal Contact Info:
Phone: 467-7374
Website:
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm