Cleveland, W.S. and Devlin, S.J. (1988) "Locally Weighted Regression: An
Approach to Regression Analysis by Local Fitting," Journal of the American
Statistical Association, Vol. 83, pp. 596-610.
This can be accomplished by multiple passes through sub-sets of the data
with the standard polynomial regresion
Yes, I do mean this sort of weighted fitting. Thanks for digging out the
reference.
Can you give me any pointers as to exactly how you apply your method please?
Do you just do it manually, or have you written a macro? I appreciate that
you might not want to go round giving your code to all and sundry but if you
were able to send me an example xls file that would really help...?
If anyone is interested, there is fortran code for this type of fit at
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