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Re: st: LOWESS: confidence band


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: LOWESS: confidence band
Date   Fri, 2 Mar 2012 12:12:00 -0500

fadi <F.Hassan@lse.ac.uk>:
Also use option degree(1) which should be the default, not degree(0).

On Fri, Mar 2, 2012 at 12:10 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> fadi <F.Hassan@lse.ac.uk>:
> Conf bands at the boundary are tricky at best; try -lpoly- with a
> triangle kernel.
>
> On Fri, Mar 2, 2012 at 11:20 AM,  <F.Hassan@lse.ac.uk> wrote:
>> do you know how to construct a 95% confidence band for a LOWESS estimation not by bootstrapping?
>> (I have a limited sample and I am interested in the confidence bands at boundary)
>> fadi

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