Dear all,
I just realized that using family="qgauss" restores normal-looking
confidence bands... I read that using family="gaussian" rather than
family="qgauss" fixes the dispersion parameter at 1, but without knowing
the theory behind the code, I dont understand why there is such a
difference between the two. If there is a simple explanation or
recommendation, I am eager to hear it.
Thanks, Suresh
On Tue, 03 Mar 2009 16:56:43 +0100, Suresh Krishna <madzient...@gmail.com>
wrote:
Dear list members,
I am trying to understand this output from the smoothing package locfit
(1.5-4, running on R 2.8.1 on Windows Vista 64 bit).
# sample code
x<-1:100
y<-rnorm(100)
fit<-locfit(y~x,family="gaussian") #default parameters are fine
plot(fit,band="global") #plot seems "reasonable", confidence bands use
a global estimate of variance
y<-1000*rnorm(100)
fit<-locfit(y~x,family="gaussian")
plot(fit,band="global") #aren't these confidence bands too small ? am i
using this function wrongly ?
Using band="local" gives results that seem to make "more sense". Could
someone offer me some guidance ?
Thanks, Suresh
ps. The package maintainer, Catherine Loader, is no longer reachable at
her Auckland address.
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