locfit (version 1.1-11)

scb: Simultaneous Confidence Bands

Description

scb is implemented as a front-end to locfit, to compute simultaneous confidence bands using the tube formula method and extensions, based on Sun and Loader (1994).

Some examples can also be found at http://sun.cwru.edu/~jiayang/sci3.html.

Usage

scb(x, ..., type=1)

Arguments

x

A numeric vector or matrix of predictors (as in locfit.raw), or a model formula (as in locfit).

...

Additional arguments to locfit.raw; e.g., mg, flim, etc.

type

Type of confidence bands. type=0 computes pointwise 95% bands. type=1 computes basic simultaneous bands with no corrections. type=2,3,4 are the centered and corrected bands for parametric regression models listed in

Value

• A list containing the evaluation points, fit, standard deviations and upper and lower confidence bounds. The class is "scb"; methods for printing and ploting are provided.

References

Sun J. and Loader, C. (1994). Simultaneous confidence bands in linear regression and smoothing. The Annals of Statistics 22, 1328-1345.

Sun, J., Loader, C. and McCormick, W. (2000). Confidence bands in generalized linear models. The Annals of Statistics 28, 429-460.

See Also

locfit, print.scb, plot.scb.

Examples

# corrected confidence bands for a linear logistic model
data(insect)
fit <- scb(deaths ~ lconc, type=4, w=nins, data=insect,
   deg=1, family="binomial", kern="parm")
plot(fit)