[R] locfit confidence intervals

Suresh Krishna suresh at brahms.cpmc.columbia.edu
Tue Oct 12 19:01:55 CEST 2004



m=locfit(y~x,..........., family=binomial)
plot(m,band="local") gives me a plot of locfit's result with a confidence 
interval around it. i would like to get the actual values that are being 
used to plot the lines in this figure.

i tried using predict, but the standard error it returns when i supply the 
se=T argument, appears not to be the same as the CI produced by plot (it is 
much larger...in my one case).  i have tried all the different type=".." 
options, but none of them matches the CI produced by plot.

i only recently started using both R and local regression methods and am 
still feeling my way around, so even though I have gone through the FAQs 
and the online manuals and the archives of this group and the Loader book, 
I have been unable to make much progress. any help would be very appreciated !!

thanks, suresh

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