Re: [R] Help with loess "Standard Error of the Residuals"
On May 1, 2012, at 07:27 , Bert Gunter wrote: > John: > > 1. This is not really an R question. You should post on statistics > help list , e.f. stats.stackexchange.com > If it is about the concrete implementation, then it is actually an R question. It probably won't harm to take a look at the code within stats:::simpleLoess, which at least brings some concepts to the surface: pseudoresiduals, trace.hat.out, etc. Some bells are heard ringing faintly from remote areas of my memory... The role of the weights is also quite apparent in that piece of code. > Also, inline below. > > -- Bert > > On Mon, Apr 30, 2012 at 8:44 AM, John Haslett wrote: >> Dear All >> >> I'm having trouble working out what exactly loess means by its "Standard >> Error of the Residuals" denoted s >> and in particular when the weights argument is invoked. >> >> For example, if the weights are weights are all =1, then s^2 is nearly sum >> sq res/ (n -1 - 'equiv num paras') >> >> If the weights are all k then s is proportional to k >> >> If the weights are unequal, I don't know what it does. >> >> Help directs me to very old documentation on cloess, which sheds no great >> light. >> >> I'm sure this is written down somewhere... > Don't be. Lowess/loess is very old, going back to the 1970's or early > 80's I believe. You may have to go back to (Bill Cleveland's I > believe) original papers. > > But, more to the point, lo(w)ess is algorithm, not model-based; so it > is not exactly clear how to determine df used by the fitting and > therefore those left for residuals. I'm not sure how accepted the > definitions baked into R's calculations are. Again, original resources > may be the only resource. > > >> >> Thanks in advance >> >> John Haslett >> >> >> >> >> >> Prof of Statistics, Trinity College Dublin >> Office phone + 353 1 896 1114 >> >> >>[[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. > > > > -- > > Bert Gunter > Genentech Nonclinical Biostatistics > > Internal Contact Info: > Phone: 467-7374 > Website: > http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm > > __ > 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. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd@cbs.dk Priv: pda...@gmail.com __ 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.
Re: [R] Help with loess "Standard Error of the Residuals"
John: 1. This is not really an R question. You should post on statistics help list , e.f. stats.stackexchange.com Also, inline below. -- Bert On Mon, Apr 30, 2012 at 8:44 AM, John Haslett wrote: > Dear All > > I'm having trouble working out what exactly loess means by its "Standard > Error of the Residuals" denoted s > and in particular when the weights argument is invoked. > > For example, if the weights are weights are all =1, then s^2 is nearly sum sq > res/ (n -1 - 'equiv num paras') > > If the weights are all k then s is proportional to k > > If the weights are unequal, I don't know what it does. > > Help directs me to very old documentation on cloess, which sheds no great > light. > > I'm sure this is written down somewhere... Don't be. Lowess/loess is very old, going back to the 1970's or early 80's I believe. You may have to go back to (Bill Cleveland's I believe) original papers. But, more to the point, lo(w)ess is algorithm, not model-based; so it is not exactly clear how to determine df used by the fitting and therefore those left for residuals. I'm not sure how accepted the definitions baked into R's calculations are. Again, original resources may be the only resource. > > Thanks in advance > > John Haslett > > > > > > Prof of Statistics, Trinity College Dublin > Office phone + 353 1 896 1114 > > > [[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. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm __ 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.
[R] Help with loess "Standard Error of the Residuals"
Dear All I'm having trouble working out what exactly loess means by its "Standard Error of the Residuals" denoted s and in particular when the weights argument is invoked. For example, if the weights are weights are all =1, then s^2 is nearly sum sq res/ (n -1 - 'equiv num paras') If the weights are all k then s is proportional to k If the weights are unequal, I don't know what it does. Help directs me to very old documentation on cloess, which sheds no great light. I'm sure this is written down somewhere... Thanks in advance John Haslett Prof of Statistics, Trinity College Dublin Office phone + 353 1 896 1114 [[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.
