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
The Null Hypothesis - H0: Model does not fit the data i.e. all slopes are equal to zero β 1 =β 2 =...=β k =  0 The Alternative Hypothesis - H1:  Model does fit the data i.e. at

Models which make use of the smoothing techniques such as locally weighted regression to identify and represent the possible non-linear relationships between the explanatory and th

Compliance : The extent to which the participants in a clinical trial follow trial protocol, for instance, following both the intervention regimen and trial procedures (clinical vi

#ques12. There is some evidence that REM sleep, associated with dreaming, may also play a role in learning and memory processing. For example, Smith and Lapp (1991) found increased

The marketing manager of Handy Foods Ltd. is concerned with the sales appeal of one of the company's present label for one of its products. Market research indicates that supermark

Buffon's needle problem : A problem proposed and solved by the scientist Comte de Buffon in 1777 which includes determining the probability, p, which a needle of length l will inte

Model is the description of the supposed structure of a set of observations which can range from a fairly imprecise verbal account to, more commonly, a formalized mathematical exp

Non-identified response is a term used to signify censored observations in survival data, which are not independent of the endpoint of the interest. Such observations can happen f

Multitrait multi method model (MTMM) is the form of confirmatory factor analysis model in which the different techniques of measurement are used to measure each of the latent vari

Case-cohort study : The research design in epidemiology which involves the sampling of controls at the outset of the study that is to be compared with the cases from the cohort. Th