Re: [R] locfit: simultaneous confidence band

From: Liaw, Andy <andy_liaw_at_merck.com>
Date: Fri 04 Nov 2005 - 01:54:59 EST


Apologies for coming to this so late...

Variance is rarely known in real life data. You should really consult the book `Local Regression and Likelihood' by Prof. Loader for the details on simultaneous confidence bands. `Locfit' is the support software for that book.

Andy

> From: Michael Gälger
>
> 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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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Nov 04 02:04:38 2005

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