Resample regression

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pkpio24
Posts: 12
Joined: Mon Apr 06, 2015 7:03 am

Resample regression

Postby pkpio24 » Tue Jun 09, 2015 7:54 am

I am following these steps to calculate a confidence interval:
1. Estimate the regression coefficients

2. Keeping these residuals as the original sample, generate B bootstrap samples.
Then calculate bootstrap Y∗b,i values for each observation in the bootstrap sample.

3. Regress the bootstrapped Y∗b,i values on the fixed x values to obtain estimated
bootstrap regression coefficients. Estimates are calculated by least-square regression.These
estimators can be used to construct the bootstrap standard error
and confidence intervals for the regression coefficients.

(from here:http://digitalcommons.georgiasouthern.e ... ontext=etd)

I wonder how I do step 3. How do I regress the bootstrapped values? I now have them in a series.

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