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estos
2010 Mar 27
0
data fitting and confidence band
...quot;?
# =========================================================================================
pos = which(x==0.5)
sum(abs(estlp[pos,] - m(x[pos])) <= 1.96*selp[pos,]) # equidistant x outputs 946
# non-equidistant x outputs 938
sum(abs(estss[pos,] - m(x[pos])) <= 1.96*sess[pos,]) # equidistant x outputs 895
# non-equidistant x outputs 936
This basically tells me that out of 1000 simulation runs with different random noise, 946 times the true value i.e. m(x) for x=0.5 is conta...