Chapter Contents |
Previous |
Next |
The LOESS Procedure |
Suppose q denotes the number of points in the local neighborhoods and d_{1},d_{2}, ... ,d_{q} denote the distances in increasing order of the q points closest to x. The point at distance d_{i} from x is given a weight w_{i} in the local regression that decreases as the distance from x increases. PROC LOESS uses a tricube weight function to define
If s>1, then d_{q} is replaced by d_{q} s^{1/p} in the previous formula, where p is the number of predictors in the model.
Finally, note that if a weight variable has been specified using a WEIGHT statement, then w_{i} is multiplied by the corresponding value of the specified weight variable.
Chapter Contents |
Previous |
Next |
Top |
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.