Complete discussion of lessons shown by the movies available here can be found in the paper "Motion Picture Analysis of Smoothing", by Marron, Ruppert, Smith and Conley, North Carolina Institute of Statistics, Mimeo Series #2367 ( PDF version (286KB) / Postscript Version (1.49 MB) ).
A listing of such movies viewable from here:
Group 1: Comparison of Bandwidths, Blip Target.
Movie
1a, Local Linear
Movie
1b, Local Cubic
Movie
1c, Local Quintic
Group 2: Comparison of Bandwidths, Piecewise Target
Movie
2a, Local Linear
Movie
2b, Local Cubic
Movie
2c, Local Quintic
Group 3: Comparison of Polynomial Degree, 3 Period
Sine Target, Low Degree (0,1,2)
Movie
3a, Small Bandwidth
Movie
3b, Medium Bandwidth
Movie
3c, Large Bandwidth
Group 4: Comparison of Polynomial Degree, 3 Period
Sine Target, High Degree (2,3,4)
Movie
4a, Small Bandwidth
Movie
4b, Medium Bandwidth
Movie
4c, Large Bandwidth
Group 5: Comparison of Kernels( Uniform, Triweight,
Gaussian), Blip Target.
Movie
5a, Ordinary Scaling
Movie
5b, Canonical Scaling
Group 6: Comparison of Sample Sizes and Sigmas, Blip
Target.
Movie
6a, Different n
Movie
6b, Different Sigma
Movie
6c, Signal to Noise Ratio Fixed
Group 7: Comparison of X Designs, 2 Period Sine Target.
Movie
7a, Random Design, degree 2
Movie
7b, Random Design, degree 3
Movie
7c, Fixed vs. Random Designs
Group 8: Comparison of Scedasticity, 3 Period Sine
Target.
Movie
8a, Increasing, Constant and Decreasing
These were generated in Matlab, using software that is web available, at: http://www.unc.edu/depts/statistics/postscript/papers/marron/Movies_Software/. This software allows easy menu driven creation of the movies posted here. These Matlab versions looks a little better because MPEG is a bit lossy. There is also menu driven control of some parameters, such as number of frames. If you are comfortable programming matlab, this software can be adapted to create your own movies, which investigate/illustrate your favorite aspect of local polynomial smoothing.
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