scb {locfit} | R Documentation |
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.
scb(x, ..., type=1)
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 Table 3 of Sun, Loader and McCormick (2000).
|
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.
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.
# 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)