Bert Gunter <gunter.berton <at> gene.com> writes:

> 
> 
> Actually, loess is much more than an "interpolant".  I wouldn't 
> even call it that.  It is a local regression  technique that comes 
> with all the equipment you get in classical regression.  But it 
> is meant for normal-like errors, which is not what you have.
> 


Bert - when I hear "interpolate", I think of connecting the 
data points, like using something like divided differences 
or hermite interpolation, so I thought that's what you 
meant.  Sorry for the misunderstanding.  

True that loess was designed to be robust, but when I 
said it is meant for normal-like errors, I was referring 
to loess with statistical procedures analagous to the 
classical regression setting, such as confidence intervals, 
anova, etc. (see "Locally Weighted Regression: An 
Approach to Regression Analysis by Local Fitting", 1988).

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