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st: RE: RE: Loess confidence bands


From   "Anderson, Bradley J" <BAnderson1@lifespan.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Loess confidence bands
Date   Wed, 7 Mar 2007 13:18:15 -0500

John Fox gives a strategy for calculating what he calls a "pointwise 95% confidence envelope."  Reference follows:

John Fox (2000).  Nonparametric Simple Regression: Smooothing Scatterplots.  Quantitative Applications in the Social Sciences, 07-130.  Sage Publications.


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Nick Cox
Sent: Wednesday, March 07, 2007 11:55 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Loess confidence bands


I don't know about -loess-. That would presumably
a privately available user-written analogue of -lowess-. 

Be that as it may, -lowess- doesn't support confidence 
bands. Is anyone aware that they are even defined in the literature?

Nick 
n.j.cox@durham.ac.uk 

Paswel Phiri Marenya

> How do I get confidence bands around my loess graphs? i.e
> 
> loess y x (what else do I need to do to show confidence band 
> on the plot?)

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