Robust locally weighted regression and smoothing scatterplots

Abstract

The visual information on a scatterplot can be greatly enhanced, with little additional cost, by computing and plotting smoothed points. Robust locally weighted regression is a method for smoothing a scatterplot, (xi, yi), i = 1, …, n, in which the fitted value at zkis the value of a polynomial fit to the data using weighted least squares, where the weight for (xi, yi) is large if xiis close to xkand small if it is not. A robust fitting procedure is used that guards against deviant points distorting the smoothed points. Visual, computational, and statistical issues of robust locally weighted regression are discussed. Several examples, including data on lead intoxication, are used to illustrate the methodology. © 1979, Taylor & Francis Group, LLC.