[R] cannot calculate standard estimate with predict on loess

[David Winsemius]

On May 4, 2012, at 10:52 AM, Saurav Pathak wrote:

> On 05/04/2012 10:39 AM, David Winsemius wrote:
>>
>> On May 3, 2012, at 7:10 PM, Saurav Pathak wrote:
>>
>>> Hi,
>>>
>>> For some reason I have been unable to use the predict function  
>>> when I desire the standard error to be calculated too.  For  
>>> example, when I try the following:
>>>
>>> l<- loess(d~x+y, span=span, se=TRUE)
>>> p<- predict(l, se=TRUE)
>>>
>>
>> I don't know what effect the se=TRUE will have in the first call.  
>> As far as I can tell there is no such argument to loess(). Could it  
>> be that the extranous argument is have an adverse effect on the  
>> effort to later use predict (which does have such an argument.)?
>
> Thanks for your reply.  I tried the following with the same error  
> message:
>
>    l <- loess(d~x+y, span=span)
>    p <- predict(l, se=TRUE)
>

Time for data.

-- 
David.

>>>
>>> I get the following error message:
>>>
>>> Error in vector("double", length) : vector size cannot be NA
>>> In addition: Warning message:
>>> In N * M1 : NAs produced by integer overflow
>>>
>>>
>>> But when I try the following:
>>>
>>> l<- loess(d~x+y, span=span, se=TRUE)
>>> p<- predict(l, se=FALSE)
>>>
>>>
>>> I have no problem, and p$fit gives me the desired fitted values.   
>>> Note that the only difference in this piece of code is se=FALSE.
>>>
>>> My data d is a vector, and x and y are vectors too of the same  
>>> length.
>>>
>>> Any help will be greatly appreciated.
>>>
>>> Thanks,
>>> Saura