Parametric bootstrap for linear regression model
Parametric bootstrap for linear regression model.
lm.parboot(x, y, R = 1000)
x |
The predictor variables, a vector or a matrix or a data frame. |
y |
The response variable, a numerical vector with data. |
R |
The number of parametric bootstrap replications to perform. |
An efficient implementation of the parametric bootstrap for linear models is provided.
A matrix with R columns and rows equal to the number of the regression parameters. Each column contains the set of a bootstrap beta regression coefficients.
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Efron Bradley and Robert J. Tibshirani (1993). An introduction to the bootstrap. New York: Chapman \& Hall/CRC.
y <- rnorm(50) x <- matrix( rnorm( 50 * 2), ncol = 2 ) a <- lm.parboot(x, y, 500)
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