David Winsemis wrote:
I think you should read (or re-read) the locfit help page and *also*
the links from that page to the help pages for locfit.raw and rv. I
would have thought that since family= is not an argument to locfit per
se, but rather is documented in locfit.raw that you have yet done so,
but perhaps not?
I did read the help pages for locfit.raw, and found:
"Local likelihood family; "gaussian"; "binomial"; "poisson"; "gamma" and
"geom". Density and rate estimation families are "dens", "rate" and
"hazard" (hazard rate). If the family is preceded by a 'q' (for example,
family="qbinomial"), quasi-likelihood variance estimates are used.
Otherwise, the residual variance (rv) is fixed at 1. The default family is
"qgauss" if a response y is provided; "density" if no response is
provided. "
However, since the fake data were generated from a known gaussian
distribution, I did not imagine that using family=gaussian would lead to
such wildly different results. This is what I was hoping to understand,
without having to struggle with Catherine's Loader book in order to
understand the above paragraph deeply enough that this behavior makes
sense.
Thanks again, Suresh
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