The S+2000 version of bootstrap resamples from the rows of the original data.
That is an old version. The version of bootstrap.lm in the
resample library offers the option of resampling residuals.
See download info at bottom.
Tim Hesterberg
>Hello,
>
>I am using the function bootstrap() in S-Plus 2000 in order to get
>bootstrap confidence limits for regression coefficients in a linear
>model. An example of the code is following:
>
>bootstrap(name,coef(lm(y~x1+x2+x3, data=name, na.actio=na.exclude)), B=1000)
>
>The goal is to use the bootstrap to obtain standard error estimates and
>confidence limits for the linear regression coefficients from the model
>of y regressed on x1, x2 and x3.
>Does it resample from the residuals of the linear model or from the
>original response y?
>
>Thank you very much,
>
>Inma
>
>
>--
>
>Inmaculada Arostegui Madariaga
>Euskal Herriko Unibertsitatea UPV/EHU
>Matematika Aplikatua eta Estatistika eta Ikerkuntz Operatiboa Saila
>644 Postakutxa
>48080 BILBAO
>
>Tfno: 34 946015346
>Fax: 34 946013500
>e-mail: inmaculada.arostegui@ehu.es
--
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========================================================
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