The appendix on bootstrapping to my R and S-PLUS Companion, available on the web at <http://www.socsci.mcmaster.ca/jfox/Books/Companion/appendix-bootstrapping.pdf>, discusses fixed-X resampling (which is what you're getting at here, I think) and includes an example.
I hope that this helps, John
At 09:21 AM 3/7/2003 +0200, Jacob van Wyk wrote:
Hallo Could anybody please help. I have a simple linear regression model with 5 predictors. I want to use "bootstrap residuals" to make inferences regarding beta(2)hat. After fitting the model y=b0+b1+b2+b3+b4+b5 I tried the following:
mod <- lm(y ~ x1+x2+x3+x4+x5) res <- resid(mod) pred <- predict(mod)
Now, I have tried
boot(res, lm(res+pred ~ x1+x2+x3+x4+x5)$coef[3], R=1999)
The problem is with the "statistic". How should I "define" this?
----------------------------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 email: [EMAIL PROTECTED] phone: 905-525-9140x23604 web: www.socsci.mcmaster.ca/jfox -----------------------------------------------------
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