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).

Usage

scb(x, ..., ev = lfgrid(20), simul = TRUE, type = 1)

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.

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.
ev: The evaluation structure to use. See locfit.raw.

simul: Should the coverage be simultaneous or pointwise?
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 Table 3 of Sun, Loader and McCormick (2000).

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.

Examples

Run this code

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

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