An Introduction to PROC LOESS for Local Regression
نویسنده
چکیده
This paper describes the LOESS procedure which is a new procedure in SAS/STAT R software for performing local regression. Features of this procedure are outlined and a brief description of the fitting method is given. Examples are given illustrating the use of this procedure in obtaining fitted surfaces as well as prediction confidence limits for both univariate and multivariate regressor data. An automatic method for selecting the smoothing parameter based on a bias corrected Akaike information criterion is described and used in these examples.
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تاریخ انتشار 1999