Locally weighted regression, Advanced Statistics

Locally weighted regression is the method of regression analysis in which the polynomials of degree one (linear) or two (quadratic) are used to approximate regression function in particular 'neighbourhoods' of the space of explanatory variables. It is many times useful for smoothing scatter diagrams to allow any structure to be seen more clearly and for identifying the possible non-linear relationships between the response and the explanatory variables. A robust estimation procedure (which is usually known as loess) is taken in use to guard against deviant points distorting the smoothed points. Essentially the procedure involves an adaptation of the iteratively reweighted least squares. The example shown in the figure illustrates the situation in which the locally weighted regression differs considerably from the linear failure of y on x as fitted by least squares estimation.

671_locally weighted regression.png 

Posted Date: 7/30/2012 2:22:46 AM | Location : United States







Related Discussions:- Locally weighted regression, Assignment Help, Ask Question on Locally weighted regression, Get Answer, Expert's Help, Locally weighted regression Discussions

Write discussion on Locally weighted regression
Your posts are moderated
Related Questions
Data theory is anxious with how observations are transformed into data which can be analyzed. Data are thus viewed as the theory laden in the sense that the observations can be giv

importance of time series on the number of babies given birth

5. Packages from a machine a normally distributed with a mean 200g and its standard deviation 2grams. Find the probability that a package from the machine weighs a) Less than

The interplay of the genes and environment on, for instance, the risk of disease. The term represents the step away from the argument as to whether the nature or nurture is the pre

The approach to data analysis which emphasizes the use of informal graphical procedures not based on former assumptions about structure of the data or on the formal models for the

Leaps-and-bounds algorithm is an algorithm which is used to ?nd the optimal solution in problems which might have a large number of possible solutions. Begins by dividing the poss

Can I use ICC for this kind of data? Wind Month Day Temp(DV) 7.4 5 1 67 8 5 2 72 12.6 5 3 74 11.5 5 4 62 I am taking temp as the dependent variable. There are many more values.

Histogram is the graphical representation of the set of observations in which class frequencies are represented by the regions of rectangles centred on the class interval. If the f


Complier average causal effect (CACE): The treatment effect amid true compliers in the clinical trial. For the suitable response variable, the CACE is given by the difference in o