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x1star
2012 Sep 17
2
Problem with Stationary Bootstrap
Dear R experts,
I'm running the following stationary bootstrap programming to find the parameters estimate of a linear model:
X<-runif(10,0,10)
Y<-2+3*X
a<-data.frame(X,Y)
coef<-function(fit){
fit <- lm(Y~X,data=a)
return(coef(fit))
}
result<- tsboot(a,statistic=coef(fit),R = 10,n.sim = NROW(a),sim = "geom",orig.t = TRUE)
Unfortunately, I got this