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pointwise
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