[R] locfit: simultaneous confidence band

From: Michael Gälger <gaelger_at_aept.ruhr-uni-bochum.de>
Date: Mon 24 Oct 2005 - 20:10:01 EST


I'm using the package 'locfit' for nonparametric regression. This package contains the function 'scb' to compute simultaneous confidence bands. The variance of the data is unknown. Up to now I compute a fit with 'locfit'. Afterwards an estimate of the residual variance is computed by the function 'rv'. The weights in the 'scb'-function are set 1/sigma^2 to compute the confidence band.
Is this procedure correct or is there any other way to compute confidence bands with unknown variance?

Thanks very much for any help you can offer.

Michael Gälger



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