Joe,
Hastie and Tibshirani in Generalized Additive Models have a nice
treatment of
this matter. They suggst a simulation and plot of the average mean
square error or
the average cross-validated residual against the bandwidth size. You
can find
the right tradeoff between bias and variance that way.
- Regards,
Bob Yaffee
Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University
home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
[email protected]
----- Original Message -----
From: Joe Trubisz <[email protected]>
Date: Tuesday, January 9, 2007 10:27 am
Subject: st: Lowess and bandwidth
> Hi...
>
> Is there a 'best' way to determine what the optimal bandwidth
> value
> is for lowess?
>
> TIA,
> Joe
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