| scb {locfit} | R Documentation |
scb is implemented as a front-end to locfit,
to compute simultaneous confidence bands using the tube formula
method and extensions, based on Sun and Loader (1994).
scb(x, ..., ev = lfgrid(20), simul = TRUE, type = 1)
x |
A numeric vector or matrix of predictors (as in
locfit.raw), or a model formula (as in
locfit). |
... |
Additional arguments to locfit.raw. |
ev |
The evaluation structure to use. See locfit.raw. |
simul |
Should the coverage be simultaneous or pointwise? |
type |
Type of confidence bands. type=0 computes pointwise
95% bands. type=1 computes basic simultaneous bands with no
corrections. type=2,3,4 are the centered and corrected bands
for parametric regression models listed in Table 3 of Sun, Loader and
McCormick (2000). |
A list containing the evaluation points, fit, standard deviations and upper
and lower confidence bounds. The class is "scb"; methods for
printing and ploting are provided.
Sun J. and Loader, C. (1994). Simultaneous confidence bands in linear regression and smoothing. The Annals of Statistics 22, 1328-1345.
Sun, J., Loader, C. and McCormick, W. (2000). Confidence bands in generalized linear models. The Annals of Statistics 28, 429-460.
# corrected confidence bands for a linear logistic model
data(insect)
fit <- scb(deaths~lp(lconc,deg=1), type=4, w=nins,
data=insect,family="binomial",kern="parm")
plot(fit)