[R] Boot

Jacob van Wyk jlvw at rau.ac.za
Fri Mar 7 08:21:56 CET 2003

Could anybody please help.
I have a simple linear regression model with 5 predictors. I want to
use "bootstrap residuals" to make inferences regarding beta(2)hat. After
fitting the model y=b0+b1+b2+b3+b4+b5 I tried the following:

mod <- lm(y ~ x1+x2+x3+x4+x5)
res <- resid(mod)
pred <- predict(mod)

Now, I have tried

boot(res, lm(res+pred ~ x1+x2+x3+x4+x5)$coef[3], R=1999)

The problem is with the "statistic". How should I "define" this?

Thanks for your time.

Jacob L van Wyk
Department of Mathematics and Statistics
Rand Afrikaans University
P O Box 524
Auckland Park 2006
South Africa
Tel: +27-11-489-3080
Fax: +27-11-489-2832


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