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Estimating residuals bootstrap in R

  1. May 9, 2012 #1
    Hello, I am trying to predict the residual standard error using bootstrap since they error terms are not independent. So far, I have found a linear model:
    m1<-lm(y~x+I(x^2))
    but I'm not sure how to use the boot strap to find the residuals.
    I am having trouble finding any information online, so I would really appreciate any input.
    Thank you!
     
  2. jcsd
  3. May 10, 2012 #2
    Bootstraping is very well explained here: http://en.wikipedia.org/wiki/Bootstrapping_(statistics)

    in R you have to use the instruction sample for the resampling part of the method.
     
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