FAQ
Apologies for coming to this so late...

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

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