The LOESS Procedure
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Overview
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Getting Started
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Syntax
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DetailsMissing ValuesOutput Data SetsData ScalingDirect versus Interpolated Fittingk-d Trees and BlendingLocal WeightingIterative ReweightingSpecifying the Local PolynomialsSmoothing MatrixModel Degrees of FreedomStatistical Inference and Lookup Degrees of FreedomAutomatic Smoothing Parameter SelectionSparse and Approximate Degrees of Freedom ComputationScoring Data SetsODS Table NamesODS Graphics
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Examples
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PROC LOESS uses linear or quadratic polynomials in doing the local least squares fitting. The option DEGREE = in the MODEL statement is used to specify the degree of the local polynomials used by PROC LOESS, with DEGREE = 1 being the default. In addition, when DEGREE = 2 is specified, the MODEL statement DROPSQUARE= option can be used to exclude specific monomials during the least squares fitting.
For example, the following statements use the monomials 1, x1, x2, x1*x2, and x2*x2 for the local least squares fitting.
proc loess; model y= x1 x2/ degree=2 dropsquare=(x1); run;