[R] Newbie question--locally weighted regression

Thomas L Jones DrJones at alum.MIT.edu
Wed Jan 4 10:11:16 CET 2006


I have a dataset, a time series comprising count data at five minute
intervals. These are the number of people who voted at a particular
voting place during a recent election. The next step is to smooth the
data and estimate a demand vs time-of-day function; the problem is of
interest in preventing long lines at voting places. I am using the R
Project software.

However, I am not a statistician, and I am somewhat baffled by how to
do the smoothing. These are integers with roughly Poisson
distribution, and the use of a least-squares regression would create
large errors. Apparently something called a "link function" factors
into the equation somehow.

Question: Do I want a link function? If so, do I want a logarithmic
link function? Unless I change my mind, I will use lowess or loess for
the smoothing; how do I tell it to use a link function?

Doc




More information about the R-help mailing list