On May 1, 2012, at 07:27 , Bert Gunter wrote: > John: > > 1. This is not really an R question. You should post on statistics > help list , e.f. stats.stackexchange.com >
If it is about the concrete implementation, then it is actually an R question. It probably won't harm to take a look at the code within stats:::simpleLoess, which at least brings some concepts to the surface: pseudoresiduals, trace.hat.out, etc. Some bells are heard ringing faintly from remote areas of my memory... The role of the weights is also quite apparent in that piece of code. > Also, inline below. > > -- Bert > > On Mon, Apr 30, 2012 at 8:44 AM, John Haslett <jhasl...@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@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 > > ______________________________________________ > R-help@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. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@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.
