This is in regard to Dan Norlund's post from December 2003 (available at
https://stat.ethz.ch/pipermail/r-help/attachments/20031225/1bce02b8/attachment.pl
)
While I agree with Prof. Ripley's warning against fitting so few
observations per panel, this is not actually what causes the error.
Instead, the culprit is the fact that panel.loess uses
family='symmetric' by default; since the first iteration of fitting
interpolates the data, the residuals are zero, hence the robustness
weights are not defined for the next iteration. In the example Dan gave,
a change to
xyplot(tolerance~age | factor(id), data=tolerance.pp,
type=c("p","smooth"), family="gaussian")
avoids this. As family='gaussian' is the default outside of panel.loess,
it is easy to forget this detail.
Ben
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