BCCIPlot: Confidence Intervals for Bias Corrected Local Regression

In MPV: Data Sets from Montgomery, Peck and Vining

Confidence Intervals for Bias Corrected Local Regression

Description

Graphs of confidence interval estimates for bias and standard deviation of in bias-corrected local polynomial regression curve estimates.

Usage

BCCIPlot(data, k1=1, k2=2, h, h2, output, g, layout, incl.biasplot, plotdata)

Arguments

data	A data frame, whose first column must be the explanatory variable and whose second column must be the response variable.
k1	degree of local polynomial used in curve estimator.
k2	degree of local polynomial used in bias estimator.
h	bandwidth for regression estimator.
h2	bandwidth for bias estimator.
output	if TRUE, numeric output is printed to the console window.
g	the target function, if known (for use in simulations).
layout	if TRUE, a 2x1 layout of plots is sent to the graphics device.
incl.biasplot	if TRUE, the confidence intervals for the bias of the uncorrected estimate are plotted.
plotdata	if TRUE, the data points are plotted as a scatter plot.

Value

A list containing the confidence interval limits, pointwise estimates of bias, standard deviation of bias, curve estimate, standard deviation of curve estimate, and approximate confidence limits for curve estimates. Graphs of the curve estimate confidence limits and the bias confidence limits.

Author(s)

W. John Braun and Wenkai Ma

MPV documentation built on Sept. 8, 2023, 5:44 p.m.