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RE: st: LOWESS: confidence band

From   <[email protected]>
To   <[email protected]>
Subject   RE: st: LOWESS: confidence band
Date   Fri, 2 Mar 2012 18:41:21 -0000

Dear Austin,
thank you very much for your advice.
Do you have any reference so I can better ground your suggestions? 
(i.e. why triangle kernel and why degree 1?)
Many thanks,


From: [email protected] on behalf of Austin Nichols
Sent: Fri 02/03/2012 17:12
To: [email protected]
Subject: Re: st: LOWESS: confidence band

fadi <[email protected]>:
Also use option degree(1) which should be the default, not degree(0).

On Fri, Mar 2, 2012 at 12:10 PM, Austin Nichols <[email protected]> wrote:
> fadi <[email protected]>:
> Conf bands at the boundary are tricky at best; try -lpoly- with a
> triangle kernel.
> On Fri, Mar 2, 2012 at 11:20 AM,  <[email protected]> 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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