SAS/STAT Software

LOESS Procedure

The LOESS procedure implements a nonparametric method for estimating regression surfaces. PROC LOESS allows great flexibility because no assumptions about the parametric form of the regression surface are needed. The following are highlights of the LOESS procedure's features:

  • supports the use of multidimensional data
  • supports multiple dependent variables
  • supports both direct and interpolated fitting that uses kd trees
  • performs statistical inference
  • performs automatic smoothing parameter selection
  • performs iterative reweighting to provide robust fitting when there are outliers in the data
  • scores external data sets
  • performs BY group processing, which enables you to obtain separate analyses on grouped observations
  • performs weighted estimation
  • creates a SAS data set that contains the predicted values and other requested statistics
  • creates a SAS data set that corresponds to any output table
  • automatically creates graphs by using ODS Graphics

For further details see the PSMATCH Procedure