[R] locfit: simultaneous confidence band

[Liaw, Andy]

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 Gälger
> 
> 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 Gälger
> 
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