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 Post subject: Confidence interval from LOESS interpolationPosted: Thu, 8 Mar 2012 05:07:35 UTC
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Joined: Thu, 27 Nov 2008 23:31:32 UTC
Posts: 13
I am using LOESS interpolation to compute a set P_{1..p} predictions, based on measurements M_{1..m} (m<p) defined along a 3-dimensional grid (PCA factors). I need to find the prediction P_i for a given percentile, compute v=P_i-mean(P), and provide a confidence interval around v. How could I compute such confidence interval?

Thanks!

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