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The LOESS Procedure

MODEL Statement

The following new or updated options are available in the MODEL statement after a slash (/).

DETAILS < ( tables ) >
selects which tables to display, where tables is one or more of KDTREE, MODELSUMMARY, OUTPUTSTATISTICS, and PREDATVERTICES:



The KDTREE and PREDATVERTICES specifications are ignored if the DIRECT option is specified in the MODEL statement. Specifying the option DETAILS with no qualifying list outputs all tables.

INTERP= LINEAR | CUBIC
specifies the degree of the interpolating polynomials used for blending local polynomial fits at the kd tree vertices. This option is ignored if the DIRECT option is specified in the model statement. INTERP=CUBIC is not supported for models with more than two regressors. The default is INTERP=LINEAR.

TRACEL
specifies that the trace of the prediction matrix as well as the GCV and AICC statistics are to be included in the "FIT Summary" table. The use of any of the MODEL statement options ALL, CLM, DFMETHOD=EXACT, DIRECT, SELECT=, or T implicitly selects the TRACEL option.

SELECT=criterion < ( <GLOBAL> <STEPS> <RANGE(lower,upper)> )>
specifies that automatic smoothing parameter selection be done using the named criterion, where the criterion is one of AICC, AICC1, or GCV. The smoothing parameter value is selected to yield a minimum of the criterion, as follows:

You can specify the following modifiers in parentheses after the specified criterion to alter the behavior of the SELECT= option:

For models with one dependent variable, if you specify neither the SELECT= nor the SMOOTH= options in the MODEL statement, then PROC LOESS uses SELECT=AICC.

The following table summarizes how the smoothing parameter values are chosen for various combinations of the SMOOTH= option, the SELECT= option, and the SELECT= option modifiers.

Table 6.1: Smoothing Parameter Value(s) Used for Combinations of SMOOTH= and SELECT= Options for Models with One Dependent Variable

Syntax Search Method Search Domain
defaultgolden section using AICC(0,1]
SMOOTH=listno selectionvalues in list
SMOOTH=list SELECT=criterionglobalvalues in list
SMOOTH=list SELECT=criterion ( RANGE(l,u) )globalvalues in list within [l,u]
SELECT=criteriongolden section(0,1]
SELECT=criterion ( RANGE(l,u) )golden section[l,u]
SELECT=criterion ( GLOBAL )global(0,1]
SELECT=criterion ( GLOBAL RANGE(l,u) )global[l,u]

Note: The SELECT= option cannot be used for models with more than one dependent variable.

SMOOTH=value-list
specifies a list of positive smoothing parameter values. If you do not SELECT= option in the MODEL statement, then a separate fit is obtained for each SMOOTH= value specified. If you do specify the SELECT= option, then models with all values specified in the SMOOTH= list are examined, and PROC LOESS selects the value that minimizes the criterion specified in the SELECT= option.

For models with two or more dependent variables, if the SMOOTH= option is not specified in the MODEL statement, then SMOOTH=0.5 is used as a default.

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