Re: [R] Loess with more than 4 predictors / offsets

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Tue 23 Jan 2007 - 07:00:39 GMT

On Mon, 22 Jan 2007, Louisell, Paul wrote:

> Hello,
>
> Does anyone know of an R version of loess that allows more than 4
> predictors and/or allows the specification of offsets? For that matter,
> does anyone know of _any_ version of loess that does either of the
> things I mention?

Why would you want offsets in a regression?: just subtract them from the lhs. (R's lm has gained offsets by analogy with glm, but the S original did not have them). If you would be more comfortable working with them, it would be very easy to create a modified version that supports them.

Also, have you heard of the 'curse of dimensionality'? Localization even to 4 dimensions is no longer really an appropriate term, and Euclidean distance will be the main determinant of 'local' and is quite arbitrary.

> Thanks,
>
> Paul Louisell
> 650-833-6254
> ploua@allstate.com
> Research Associate (Statistician)
> Modeling & Data Analytics
> ARPC
>
>
>
> [[alternative HTML version deleted]]
>
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-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Tue Jan 23 18:05:32 2007

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