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 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
