Scatterplot Smoothing: A Statistical Method for Exploring Data with R, Study notes of Statistics

An overview of scatterplot smoothing, a statistical method used for exploratory data analysis. Various versions of scatterplot smoothing, including robust and non-robust methods, and their applications. The document also discusses weighted least squares regression and local regression, which are related techniques. Based on the stat 517 course at the university of south carolina.

Typology: Study notes

Pre 2010

Uploaded on 09/02/2009

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STAT 517: Scatterplot Smoothing Grego
Scatterplot Smoothing
Scatterplot smoothing is an Exploratory Data Analysis method
Multiple versions are available
Robust methods (lowess–locally weighted scatterplot smoothing)
Non-robust methods (loess–local regression–and scatter.smooth)
loess is the most flexible; scatter.smooth is used primarily as a graph-
ing function
University of South Carolina Page 1
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Scatterplot Smoothing

  • Scatterplot smoothing is an Exploratory Data Analysis method
  • Multiple versions are available - Robust methods (lowess–locally weighted scatterplot smoothing) - Non-robust methods (loess–local regression–and scatter.smooth) - loess is the most flexible; scatter.smooth is used primarily as a graph- ing function

Scatterplot Smoothing Weighted Least Squares Regression

  • Simple linear regression estimates the slope and intercept of the line y = β 0 + β 1 x by minimizing the least squares function: Q = ∑n i= [yi − (β 0 + β 1 xi)] 2
  • Weighted least squares regression minimizes the weighted least squares function: Qw = ∑n i= wi [yi − (β 0 + β 1 xi)] 2
  • WLS is traditionally used to downweight observations with more variability

Scatterplot Smoothing Weight functions for Local Regression

  • We use a different prediction equation at each xi
  • These prediction equations give more weight to observations near xi
  • loess uses the tricubic function to weight each observation in the subset Si: w(x) = (1 − ‖x − xi‖/maxSi ‖x − xi‖) 3 ) 3 , ‖x − xi‖ < maxSi ‖x − xi‖

Scatterplot Smoothing loess in R

  • Important arguments include formula, span, degree
  • Model objects such as these have alot of attributes
  • Inference is possible, though simple concepts in linear regression, such as model df, are now more subtle
  • Use predict to overlay a smoothed line