boot {switchSelection} | R Documentation |
Bootstrap covariance matrix for least squares estimates of linear regression
Description
This function calculates bootstrapped covariance matrix
for least squares estimates of linear regression. The estimates should be
obtained via lm
function.
Usage
boot(model, iter = 100)
Arguments
model |
object of class |
iter |
positive integer representing the number of bootstrap iterations. |
Details
Calculations may take long time for high iter
value.
Value
This function returns a bootstrapped covariance matrix of the least squares estimator.
Examples
set.seed(123)
# Generate data according to linear regression
n <- 20
eps <- rnorm(n)
x <- runif(n)
y <- x + eps
# Estimate the model
model <- lm(y ~ x)
# Calculate bootstrap covariance matrix
boot(model, iter = 50)
[Package switchSelection version 1.1.2 Index]