search for: pairedbootstrap

Displaying 1 result from an estimated 1 matches for "pairedbootstrap".

2012 Dec 06
1
bootstrap based confidence band
I'm trying to find a bootstrap based confidence band for a linear model. I have created a data set with X and Y X=runif(n,-1.25,1.25) e=rnorm(n,0,1) Y=exp(3*X)+5*sin((30*X)/(2*pi))+2*e fit=lm(Y~X) summary(fit)   I define a bootstrap function named PairedBootstrap which is not listed here. Than I try many ways to find the confidence band. One way is to predict Y using the model I get above for 1000 times. Data.Orig=data.frame(cbind(X,Y)) B=1000 Boot.Result=matrix(nrow=B,ncol=n) for ( b in 1:B){  Data.Orig.Boot=PairedBootstrap(Data.Orig)       fit.Boot=predic...