Variance is rarely known in real life data. You should really consult the

book `Local Regression and Likelihood' by Prof. Loader for the details on

simultaneous confidence bands. `Locfit' is the support software for that

book.

Andy

From: Michael G??lger

I'm using the package 'locfit' for nonparametric regression.

This package

contains the function 'scb' to compute simultaneous confidence bands.

The variance of the data is unknown. Up to now I compute a fit with

'locfit'. Afterwards an estimate of the residual variance is

computed by the

function 'rv'. The weights in the 'scb'-function are set 1/sigma^2 to

compute the confidence band.

Is this procedure correct or is there any other way to

compute confidence

bands with unknown variance?

Thanks very much for any help you can offer.

Michael G??lger

______________________________________________

R-help at stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help

PLEASE do read the posting guide!

http://www.R-project.org/posting-guide.html

I'm using the package 'locfit' for nonparametric regression.

This package

contains the function 'scb' to compute simultaneous confidence bands.

The variance of the data is unknown. Up to now I compute a fit with

'locfit'. Afterwards an estimate of the residual variance is

computed by the

function 'rv'. The weights in the 'scb'-function are set 1/sigma^2 to

compute the confidence band.

Is this procedure correct or is there any other way to

compute confidence

bands with unknown variance?

Thanks very much for any help you can offer.

Michael G??lger

______________________________________________

R-help at stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help

PLEASE do read the posting guide!

http://www.R-project.org/posting-guide.html