Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

 Quantlet: regcb Description: computes uniform confidence bands with prespecified confidence level for univariate regression using the Nadaraya-Watson estimator. The computation uses WARPing.

Reference(s):
Haerdle (1990): Applied Nonparametric Regression Haerdle (1991): Smoothing Techniques

 Usage: {mh, clo, cup} = regcb(x {,h {,alpha {,K} {,d}}}) Input: x n x 2, the data. In the first column the independent, in the second column the dependent variable. h scalar, bandwidth. If not given, 20% of the range of x[,1] is used. alpha confidence level, If not given, 0.05 is used. K string, kernel function on [-1,1] with K(-1)=K(1)=0. If not given, the Quartic kernel "qua" is used. d scalar, discretization binwidth. d must be smaller than h. If not given, the minimum of h/3 and (max(x[,1])-min(x[,1]))/100 is used. Output: mh m x 2 matrix, the first column is a grid and the second column contains the regression estimate on that grid. clo m x 2 matrix, the first column is a grid and the second column contains the lower confidence bounds for that grid. cup m x 2 matrix, the first column is a grid and the second column contains the upper confidence bounds for that grid.

Example:
```library("smoother")
library("plot")
{mh, clo, cup} = regcb(x,3)
;
```Uniform confidence bands at confidence level