[R] locfit confidence intervals
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Oct 12 19:30:36 CEST 2004
Why not use predict(se=TRUE, band="local")? That's what plot.locfit does,
I'm afraid the only real way to answer questions like this is to read the
On Tue, 12 Oct 2004, Suresh Krishna wrote:
> 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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Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
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