[R] smoothing function for proportions

[roger koenker]

It is not entirely clear what you are using for y values in  
smooth.spline,
but it would appear that it is just the point estimates.  I would  
suggest
using instead -- at each x value -- a few equally spaced quantiles of
the estimated proportions.  Implicitly, smooth.spline expects to be  
fitting
a mean curve to data that has constant variance, so you might also
consider reweighting to approximate this, as well.


url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820


On Aug 10, 2007, at 10:23 AM, Rose Hoberman wrote:

> Sorry, forgot to attach the graph.
>
> On 8/10/07, Rose Hoberman <roseh at cs.cmu.edu> wrote:
>> I am looking for a function that can fit a smooth function to a  
>> vector
>> of estimated proportions, such that the smoothed value is within
>> specified confidence bounds of each proportion.  In other words,  
>> given
>> a small number of trials and large confidence intervals, I would
>> prefer the function to vary smoothly, but given a large number of
>> trials and small confidence intervals, I would prefer the function to
>> lie within the confidence intervals, even if it is not smooth.
>>
>> I have attached a postscript file illustrating a data set I would  
>> like
>> to smooth.  As the figure shows, for large values of x, I have few
>> data points, and so the ML estimate of the proportion varies widely,
>> and the confidence intervals are very large.  When I use the
>> smooth.spline function with a large value of spar (the red line), the
>> function is not as smooth as desired for large values of x.  When I
>> use a smaller value of spar (the green line), the function fails to
>> stay within the confidence bounds of the proportions.   Is there a
>> smoothing function for which I can specify upper and lower limits for
>> the y value for specific values of x?
>>
>> Thanks for any suggestions,
>>
>> Rose
>>
>> <smoothProportions.ps>
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