The best thing for larger scratches is to use a heat tool (like a mini butane torch) to heat the area. The idea is to partially liquefy the plastic in the scratch so it flows back together, and to melt any bits of whitened plastic that are at the scratch site, so they become transparent again.
It takes some patience and technique, keep the heat moving back and forth, and make sure the flame never touches the plexi to avoid burning or melting it so much that the plastic sags or warps. Usually this will diminish the scratch enough that it won't be easily noticable, but If you're lucky, sometimes the scratch will close up and disappear completely!
I had a couple major scratches on my lexan from where I scored it with my utility knife and it went off track, and after heating them, I can hardly see them anymore.