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;