Transcription of 21 Bootstrapping Regression Models - SAGE Publications …
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21 BootstrappingRegressionModelsBootstrappi ngis a nonparametric approach to statistical inference that substitutes computationfor more traditional distributional assumptions and asymptotic offersa number of advantages: The bootstrap is quite general, although there are some cases in which it fails. Because it does not require distributional assumptions (such as normally distributed errors),the bootstrap can provide more accurate inferences when the data are not well behaved orwhen the sample size is small. It is possible to apply the bootstrap to statistics with sampling distributions that are difficultto derive, even asymptotically.
the population, enumerating all possible samples of size n = 4 from the probability distribution of Y∗. In the present case, each bootstrap sample selects four values with replacement from among the four values of the original sample. There are, therefore, 44 = 256 different bootstrap samples,6 eachselectedwithprobability1/256 ...
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