The lowess routine calculates a new, smoothed y-value for each x-value.
1 The routine selects a fraction (default f = 0.5) of all points, using the data closest in x-value on either side of the (x,y) point. The selection often results in more points selected from one side of the x-value than the other. The example below shows the fraction of data selected for a given point:
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The shaded area holds the 0.5 fraction |
Y-Values |
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X-Values |
2 Minitab calculates weights using the x-distance between each point in the selected fraction and the point to be smoothed:
weight = [1 - ( |
distance from the selected point max distance between selected point and the (f |
)3]3 |
This equation produces weights for the fraction of selected points that have the following relationship:
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X-range for the fraction |
Weights |
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X-Values |
Points closest to each x-value have the greatest weight in the smoothing.
3 Minitab performs a weighted linear regression on all points in the selected fraction of the data, using the weights from step 2 to produce an initial smoothed value.
4 Finally, the Minitab limits the influence of outliers on the results by using further iterations (default n = 2) of step 3 (called "robust steps"), with new weights calculated as follows:
weight = [1 - ( |
|residual for the point from previous step| 6 (median of all |residuals| from previous step) |
)2]2 |