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ENH: Standard Errors for Nonparametric Estimators, lowess #7823

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nickeubank opened this issue Oct 28, 2021 · 2 comments
Open

ENH: Standard Errors for Nonparametric Estimators, lowess #7823

nickeubank opened this issue Oct 28, 2021 · 2 comments
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comp-nonparametric type-enh

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@nickeubank
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It would be wonderful if the nonparametric estimators (esp. lowess ) offered to return confidence intervals instead of just providing fitted values.
@tgbrooks
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tgbrooks commented Nov 2, 2021 •
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It's not the most convenient or computationally efficient, but the example notebook for LOWESS provides a method for computing confidence intervals by bootstrap. I believe it requires v0.13 to run.

@nickeubank
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That's very helpful, thanks @tgbrooks !

@nickeubank nickeubank mentioned this issue Apr 21, 2022
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@josef-pkt josef-pkt changed the title ENH: Standard Errors for Nonparametric Estimators ENH: Standard Errors for Nonparametric Estimators, lowess Sep 26, 2022
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@josef-pkt @tgbrooks @nickeubank