Hi Josh,
many thank's for your reply. I tried to read up on this more and to be frank
I got a bit confused about the exact definition of residual standardization.
It occurs to me that different people have different definitions and that it
can be done with and without the leverage of each point. Anyhow, the way you
did it seems correct to me! My only problem is now that it assumes the same
standard error for each point. My data have definitely different standard
deviations at different points. So I was wondering if there is a way to do
it that accounts for the different standard deviations at different points?
Many thanks!
/Oliver
On Wed, Nov 10, 2010 at 8:21 PM, Joshua Wiley <jwiley.ps...@gmail.com>wrote:
> Hi Oliver,
>
> As a warning, I may be missing something too. I did not see something
> explicit in base R or MASS. In a quick scan of the fourth edition of
> the MASS book, I did not read anything that it is
> illogical/unreasonable to try to find standardized residuals (but my
> knowledge of local regression approaches nil). With that background,
> I proceeded to blithely scavenge from other functions until I came up
> with this:
>
> loess.stdres <- function(model) {
> res <- model$residuals
> s <- sqrt(sum(res^2)/(length(res) - model$enp))
> stdres <- res/(sqrt(1 - hat(res)) * s)
> return(stdres)
> }
>
> ## now for a half-baked check
>
> ## fit linear model and local regression
> cars.lm <- lm(dist ~ speed, cars)
> cars.lo <- loess(dist ~ speed, cars)
>
> ## these seem somewhat similar
> rstandard(cars.lm)
> c(scale(residuals(cars.lm)))
>
> ## these seem somewhat similar too
> loess.stdres(cars.lo)
> c(scale(cars.lo$residuals))
>
>
> Cheers,
>
> Josh
>
>
>
> On Wed, Nov 10, 2010 at 9:24 AM, Oliver Frings
> <oliverfri...@googlemail.com> wrote:
> > Hi all,
> >
> > I'm trying to apply loess regression to my data and then use the fitted
> > model to get the *standardized/studentized residuals. I understood that
> for
> > linear regression (lm) there are functions to do that:*
> > *
> > *
> > fit1 = lm(y~x)
> > stdres.fit1 = rstandard(fit1)
> > studres.fit1 = rstudent(fit1)
> >
> > I was wondering if there is an equally simple way to get
> > the standardized/studentized residuals for a loess model? BTW
> > my apologies if there is something here that I'm missing.
> >
> > All the best,
> > *
> > *
> > *Oliver *
> >
> > [[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.
> >
>
>
>
> --
> Joshua Wiley
> Ph.D. Student, Health Psychology
> University of California, Los Angeles
> http://www.joshuawiley.com/
>
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