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Re: st: Imposing Confidence Intervals on LOWESS within a scatter plot.
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Imposing Confidence Intervals on LOWESS within a scatter plot.
Date
Mon, 31 Mar 2014 17:41:21 +0100
If you consider how -lowess- and -twoway lowess- work, the absence of
confidence intervals should be completely unsurprising. It's not a
once and for all model fitting procedure, but iterative smoothing
based on many model fits.
There is no doubt scope to bootstrap your way to something, but that
would not be trivial. For example, the use of overlapping windows
imposes a dependence structure, quite apart from whatever the model is
that is supposedly being fitted.
My own view is that it is best to regard -lowess- as a descriptive or
exploratory procedure. More machinery is available with e.g.
fractional polynomial or spline regressions.
Nick
[email protected]
On 31 March 2014 17:13, Micky Padway <[email protected]> wrote:
> Hi,
>
> I am using a twoway scatter plot graph to plot some data and I have
> imposed a LOWESS line on the plot but I would like to have CI around
> the line, and I do not seem to be able to do that.
>
> Any advice?
>
> Thanks,
> Micky
>
> --
> Micky Padway, CFA
> 155 West 68th St., Apt 34B
> New York, NY 10023
> Cell. 917.572.6050
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