SAS Macro Programs for Statistical Graphics: LOWESS

LOWESS macro ( get lowess.sas)

As of Version 2.1, the LOWESS macro will use PROC LOESS if running under Version 7 of the SAS System. This makes the macro much faster, particularly for large data sets. For use with SAS 6.12 or earlier, use the STEP= parameter to control the number of data points at which the local regressions are computed.

Parameters

DATA=_LAST_

Name of the input data set.

X = X

Name of the independent (X) variable.

Y = Y

Name of the dependent (Y) variable to be smoothed.

ID=

Name of an optional character variable to identify observations.

OUT=SMOOTH

Name of the output data set. The output data set contains the X=, Y=, and ID= variables plus the variables _YHAT_, _RESID_, and _WEIGHT_. _YHAT_ is the smoothed value of the Y= variable, _RESID_ is the residual, and _WEIGHT_ is the combined weight for that observation in the final iteration.

F = .50

Lowess window width, the fraction of the observtions used in each locally-weighted regression. A larger window width makes the curve smoother, but may lead to lack of fit. Values of F > 1 are allowed.

P = 1

Degree of the locally-weighted regressions. P=1 gives linear fits, appropriate when the data do not have several peaks and valleys; P=2 gives quadratic fits, which are useful when they do.

ITER=2

Total number of iterations.

ROBUST=1

Specifies whether to perform robustness re-weightings, which decrease the weights for observations with large residuals in the next iteration. Set ROBUST=0 to suppress the robust calculations. For binary dependent variables, the robustness step is usually not performed.

CLM=

[Version 7+ only] Specifies the significance level for confidence intervals about the smoothed curve. Use CLM=0.05 for 95% confidence intervals.

STEP=1

Step for successive X values. By default, the macro performs the locally-weighted regression at each X[i], which can be computationally intensive for moderately large data sets. Setting STEP > 1 causes the macro to perform the regression at every STEP-th value of the index i, and to use predicted values from that regression for intermediate points. It is recommended to specify a STEP value at least n/100 for moderate to large sized datasets.

PLOT=NO

Specifying PLOT=YES, draws both a printer plot and a high-resolution plot. You may wish to change the default values of the PLOT, GPLOT or PPLOT options to suit your taste.

GPLOT=NO

Draw the plot? If you specify PLOT=YES, a high-resolution plot is drawn by the macro.

PPLOT=NO

Draw a printer plot? If you specify PPLOT=YES, a printer plot is drawn by the macro.

SYMBOL=CIRCLE

Plotting symbol used for points

HTEXT=1.5

Height for axis labels and values

HSYM=1.5

Height for point symbols

COLORS=BLACK RED

colors for points and smooth curve

LINE=1

Line style for the smooth curve

HAXIS=

The name of an AXIS statements for the horizontal axis

VAXIS=

The name of an AXIS statements for the vertical axis

OUTANNO=

Name of output ANNOTATE= dataset which draws the smoothed lowess curve. This dataset is produced only if the OUTANNO= name is specified.

IN=

Name of an optional input ANNOTATE= data set, which is concatenated to the OUTANNO= data set.

NAME=LOWESS

The name assigned to the graph in the graphic catalog.

Missing data

Usage Note

Example

title 'Auto data with lowess smoothing';
%include data(auto);
%include macros(lowess);
 
%lowess(data=auto,out=smooth, x=weight, y=mpg, 
    id=model, htext=2,
    f=.4, plot=YES, 
    colors=blue red, outanno=lowess);