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Re: Regression: resampling cases or residuals (Bootstrap)

To: Shuxia Yu <ysxzh@163.com>
Subject: Re: Regression: resampling cases or residuals (Bootstrap)
From: Frank E Harrell Jr <f.harrell@vanderbilt.edu>
Date: Sun, 19 Dec 2004 08:33:43 -0500
Cc: s-news <s-news@lists.biostat.wustl.edu>
In-reply-to: <41C538C4.000021.11549@m165.163.com>
References: <41C538C4.000021.11549@m165.163.com>
User-agent: Mozilla Thunderbird 0.9 (X11/20041105)
Shuxia Yu wrote:
> Dear all,
> 
> In the material I found, the emphasis is put on the resampling residuals. I 
> can not find a example to do resampling cases using package bootstrap or boot.
> 
> By the way, in a article it was mentioned to use Monte Carlo simulation to 
> simulate a linear regression model. Is Monte Carlo simulation also used as a 
> resampling technique?
> 
> Would you like to give me a help? Any suggestions will be really appreciated.
> 
> Best wishes,
> 
> Jinsong

The unconditional bootstrap, as used in Design library, samples from
(X,Y) and not residuals.

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                     Department of Biostatistics   Vanderbilt University

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