On Tue, 5 Aug 2008, Gareth Campbell wrote:

Hi there,

I'm plotting some glass RI values just by plotting

plot(x)

then I put on my lowess smoother

lines(lowess(x))

now I want to put on some 95% Confidence Interval bands of the lowess
smoother, but don't know how??

You can have pointwise confidence intervals or a simultaneous confidence band, so which did you mean?

I don't know of any theory for the latter, whereas for the former lowess is a locally linear fit and hence there will be asymptotic results not very relevant for local fits.

Looks like a case for simulation-based inference, e.g. via a bootstrap.



Thanks

--
Gareth Campbell
PhD Candidate
The University of Auckland

P +649 815 3670
M +6421 256 3511
E [EMAIL PROTECTED]
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Brian D. Ripley,                  [EMAIL PROTECTED]
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