[R] LOESS confidence interval

F.Hassan at lse.ac.uk F.Hassan at lse.ac.uk
Tue Mar 6 17:57:26 CET 2012

Dear all,


I'm trying to construct confidence intervals for a LOWESS estimation (by not using bootstrapping).


I have checked previous posts and other material online and I understand that the main procedure is:


my.count<- seq(...)

fit<- loess (y ~ x, data=z)

pred<- pred(fit, my.count, se=TRUE)


and then the plotting. 

However, it's not working; as confidence intervals I get meaningless dashed lines with no reference to the underlying loess estimation.


I think that my main problem is with the seq command, whose role and function I don't really get.


My (x;y) space refer to (income; price) across countries. 


A previous thread was mentioning that the variables on the X-axis should be equi-spaced; obviously in my case they are not. Is that the problem? If yes, how can I fix it?


Can anyone help?


Many thanks,



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