[R] locfit confidence intervals

[Prof Brian Ripley]

Why not use predict(se=TRUE, band="local")?  That's what plot.locfit does,
via preplot.locfit.

I'm afraid the only real way to answer questions like this is to read the 
sources.

On Tue, 12 Oct 2004, Suresh Krishna wrote:

> 
> hi,
> 
> after
> 
> 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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