[R] questions about performing Robust multiple regression using bootstrap

[faiz rasool]

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 package.
[3] bootstrap=Boot(reg) #perform bootstrap using the Boot function in
car package.
[4] summary(bootstrap) #show the results of bootstrap.
[5]now  I would like to type a code that can give me robust
estimates  of R-square, F tests, and  significance  levels for
coefficients and f.


Thanks for any help.

Regards,
Faiz.