Bootstrap of a Local Polynomial Regression (loess)
Usage
loess.boot(x, y, nreps = 100, confidence = 0.95, ...)
Arguments
x
Independent variable
y
Dependent variable
nreps
Number of bootstrap replicates
confidence
Fraction of replicates contained in confidence region
...
Additional arguments passed to loess function
Value
nreps Number of bootstrap replicates
confidence Confidence interval (region)
span alpha (span) parameter used loess fit
degree polynomial degree used in loess fit
normalize Normalized data (TRUE/FALSE)
family Family of statistic used in fit
parametric Parametric approximation (TRUE/FALSE)
surface Surface fit, see loess.control
data data.frame of x,y used in model
fit data.frame including:
x Equally-spaced x index (see NOTES)
y.fit loess fit
up.lim Upper confidence interval
low.lim Lower confidence interval
stddev Standard deviation of loess fit at each x value
References
Cleveland, WS, (1979) Robust Locally Weighted Regression and Smoothing Plots Journal of the American Statistical Association 74:829-836
Efron, B., and R. Tibshirani (1993) An Introduction to the Bootstrap Chapman and Hall, New York
Hardle, W., (1989) Applied Nonparametric Regression Cambridge University Press, NY.
Tibshirani, R. (1988) Variance stabilization and the bootstrap. Biometrika 75(3):433-44.