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inédit
2018 Feb 26
1
questions about performing Robust multiple regression using bootstrap
Dear list,
I am slightly confused about how I can do the following in R.
I want to perform robust multiple regression. I?ve used the Boot
function in CAR package to find confidence intervals and standard
errors. Inadition to these, I want to find the robust estimates for
the F test and r-square. Finally, I would like to know the
significance levels of bootstrap results.
Below I explain my question using commented R code.
[1] reg=lm(a~b+c+d+e) # perform multiple regression.
[2] library(car) #load the car p...
2018 Feb 26
0
questions about performing Robust multiple regression using bootstrap
...multiple regression using
> bootstrap
>
> Dear list,
>
> I am slightly confused about how I can do the following in R.
>
> I want to perform robust multiple regression. I?ve used the Boot
> function in CAR package to find confidence intervals and standard errors.
> Inadition to these, I want to find the robust estimates for the F test and r-
> square. Finally, I would like to know the significance levels of bootstrap results.
>
> Below I explain my question using commented R code.
>
> [1] reg=lm(a~b+c+d+e) # perform multiple regression.
> [...