A general method for near-best approximations to functionals on R-d, u
sing scattered-data information is discussed. The method is actually t
he moving least-squares method, presented by the Backus-Gilbert approa
ch. It is shown that the method works very well for interpolation, smo
othing and derivatives' approximations. For the interpolation problem
this approach gives Mclain's method. The method is near-best in the se
nse that the local error is bounded in terms of the error of a local b
est polynomial approximation. The interpolation approximation in R-d i
s shown to be a C-infinity function, and an approximation order result
is proven for quasi-uniform sets of data points.