TY - JOUR
T1 - Local regression with meaningful parameters
AU - Irizarry, Rafael A.
N1 - Funding Information:
Rafael A. Irizarry is Assistant Professor, Department of Biostatistics, School of Hygiene and Public Health, Johns Hopkins University, Baltimore, MD 21205 (E-mail: [email protected]). The author thanks David Wessel, Adrian Freed, George Katinas, and Heather Bell for providing the data. The author also thanks the editor and the referee for suggestions that have improved this article. Partial support for this work was provided by the Johns Hopkins University School of Hygiene and Public Health Faculty Innovation Fund.
PY - 2001/2
Y1 - 2001/2
N2 - Local regression, or loess, has become a popular method for smoothing scatterplots and for nonparametric regression in general. The final result is a "smoothed" version of the data. To obtain the value of the smooth estimate associated with a given covariate a polynomial, usually a line, is fitted locally using weighted least squares. This article presents a version of local regression that fits more general parametric functions. In certain cases, the fitted parameters may be interpreted in some way and we call them meaningful parameters. Examples are included that show how this procedure is useful for signal processing, physiological, and financial data.
AB - Local regression, or loess, has become a popular method for smoothing scatterplots and for nonparametric regression in general. The final result is a "smoothed" version of the data. To obtain the value of the smooth estimate associated with a given covariate a polynomial, usually a line, is fitted locally using weighted least squares. This article presents a version of local regression that fits more general parametric functions. In certain cases, the fitted parameters may be interpreted in some way and we call them meaningful parameters. Examples are included that show how this procedure is useful for signal processing, physiological, and financial data.
KW - Circadian pattern
KW - Harmonic model
KW - Local regression
KW - Meaningful parameters
KW - Sound analysis
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U2 - 10.1198/000313001300339969
DO - 10.1198/000313001300339969
M3 - Article
AN - SCOPUS:0035644986
SN - 0003-1305
VL - 55
SP - 72
EP - 79
JO - American Statistician
JF - American Statistician
IS - 1
ER -