R help - Jan 2010 - Standard errors from a randomization test?

Hello-

Is it possible to estimate standard errors for a multiple regression model
using a randomization test approach? I have seen a lot on using the
procedure to get a test statistic, but nothing that talks about getting
actual standard errors. Is this possible? How might I do this in R?

Thank you.
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Hi jjh,
I wasn't able to understand: for what statistic do you want the standard
error for? (The coefficients, the R^2 ?)

Tal


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On Fri, Jan 8, 2010 at 1:45 PM, jjh <jjharden@gmail.com> wrote:
>
> Hello-
>
> Is it possible to estimate standard errors for a multiple regression model
> using a randomization test approach? I have seen a lot on using the
> procedure to get a test statistic, but nothing that talks about getting
> actual standard errors. Is this possible? How might I do this in R?
>
> Thank you.
> --
> View this message in context:
>
http://n4.nabble.com/Standard-errors-from-a-randomization-test-tp1009613p1009613.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help@r-project.org mailing list
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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On Jan 8, 2010, at 6:45 AM, jjh wrote:
>
> Hello-
>
> Is it possible to estimate standard errors for a multiple regression  
> model
> using a randomization test approach? I have seen a lot on using the
> procedure to get a test statistic, but nothing that talks about  
> getting
> actual standard errors. Is this possible? How might I do this in R?
Maybe you should be looking at bootstrap methods?


David Winsemius, MD
Heritage Laboratories
West Hartford, CT