1988 LocallyWeightedReganApptoReg...
- (Cleveland & Devlin, 1988) ⇒ William S. Cleveland, and Susan J. Devlin. (1988). “Locally Weighted Regression: an Approach to Regression Analysis by Local Fitting.” In: Journal of the American Statistical Association 1988, (83:403).
Subject Headings: Locally Weighted Regression
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Abstract
Locally weighted regression, or loess, is a way of estimating a regression surface through a multivariate smoothing procedure, fitting a function of the independent variables locally an a moving fashion analogous to how a moving average is computed for a time series. with local fitting we can estimate a much wider class of regression surfaces than with the usual classes parametric functions, such as polynomials. the goal of this article is to show, through applications, how loess can be used for three purposes: data exploration, diagnostic checking of parametric modes, and providing a non-parametric regression surface. Along the way, the following methodology is introduced: (a) a multivariate smoothing procedure that is an extension of univariate locally weighted regression; (b) statistical procedures that are analogous to those used in the least-squares fitting parametric functions; (c) several graphical methods that are useful tools for understanding loess estimates and checking the assumptions on which the estimation procedure is based; and (d) the M plot, and adaptation of Mallow's Cp procedure, which provides a graphical portrayal of the trade-off between variance and bias, and which can be used to choose the amount of smoothing.
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| Author | volume | Date Value | title | type | journal | titleUrl | doi | note | year | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1988 LocallyWeightedReganApptoReg... | William S. Cleveland Susan J. Devlin | Locally Weighted Regression: an Approach to Regression Analysis by Local Fitting | http://www.csee.wvu.edu/~xinl/library/papers/math/statistics/cleveland1988.pdf |