Confidence interval for LOWESS in Python

LOESS doesn’t have an explicit concept for standard error. It just doesn’t mean anything in this context. Since that’s out, your stuck with the brute-force approach.

Bootstrap your data. Your going to fit a LOESS curve to the bootstrapped data. See the middle of this page to find a pretty picture of what your doing. http://statweb.stanford.edu/~susan/courses/s208/node20.html

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Once you have your large number of different LOESS curves, you can find the top and bottom Xth percentile.

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