How to get the confidence intervals for LOWESS fit using R?

Question

I didn\'t find any satisfactory answer to the confidence intervals (CIs) for LOWESS regression line of the \'stats\' package of R:

plot(cars, main = \"lowess(car         


        

Answer 1

You can do this with predict() and loess(). lowess is older than loess and has fewer features, though it is a bit faster. But in this context, I'd use loess as follows.

plot(cars)
plx<-predict(loess(cars$dist ~ cars$speed), se=T)

lines(cars$speed,plx$fit)
lines(cars$speed,plx$fit - qt(0.975,plx$df)*plx$se, lty=2)
lines(cars$speed,plx$fit + qt(0.975,plx$df)*plx$se, lty=2)