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The LOESS Procedure |
The number of iterations is specified by the ITERATIONS= option in the MODEL statement. The default is ITERATIONS=1, which corresponds to no reweighting.
At iterations beyond the first iteration, the local weights wi of the previous section are replaced by ri wi where ri is a weight that decreases as the residual of the fitted value at the previous iteration at the point corresponding to di increases. Refer to Cleveland and Grosse (1991) and Cleveland, Grosse, and Shyu (1992) for details.
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