locfit: scb – R documentation

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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)

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).

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.

Examples

# 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)

locfit

Local Regression, Likelihood and Density Estimation

v1.5-9.4

GPL (>= 2)

Authors

Catherine Loader [aut], Jiayang Sun [ctb], Lucent Technologies [cph], Andy Liaw [cre]

Initial release

2020-03-24

scb