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Practical Use of Bootstrap in Regression

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Computer Intensive Methods in Statistics

Part of the book series: Statistics and Computing ((SCO))

Abstract

The usefulness of bootstrap in statistical analysis of regression models is demonstrated. Surveying earlier results, four specific problems are considered:

  • the computation of confidence intervals for parameters in a nonlinear regression model,

  • the computation of calibration sets in calibration analysis, when the standard curve is described by a nonlinear function,

  • the estimation of the covariance matrix of the parameter estimates for an incomplete analysis of variance model, in the presence of an interaction term,

  • the computation of confidence intervals for the value of the regression function, when a nonparametric heteroscedastic model is considered.

  • Theoretical properties of the proposed bootstrap procedures, as well as indications about their actual efficiency based on simulation results, are given.

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Author information

Authors and Affiliations

  1. Laboratoire de Biométrie, INRA, F78352, Jouy-en-Josas Cédex, France

    Marie-Anne Gruet, Sylvie Huet & Emmanuel Jolivet

Authors
  1. Marie-Anne Gruet
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  2. Sylvie Huet
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  3. Emmanuel Jolivet
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Editor information

Editors and Affiliations

  1. Institut für Statistik und Ökonometrie, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität zu Berlin, Spandauer Straße 1, O-1020, Berlin, Germany

    Wolfgang Härdle

  2. Institute de Statistique, Université Catholique de Louvain, B-1348, Louvain-la-Neuve, Belgium

    Léopold Simar

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© 1993 Springer-Verlag Berlin Heidelberg

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Gruet, MA., Huet, S., Jolivet, E. (1993). Practical Use of Bootstrap in Regression. In: Härdle, W., Simar, L. (eds) Computer Intensive Methods in Statistics. Statistics and Computing. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-52468-4_10

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  • DOI: https://doi.org/10.1007/978-3-642-52468-4_10

  • Publisher Name: Physica, Heidelberg

  • Print ISBN: 978-3-7908-0677-9

  • Online ISBN: 978-3-642-52468-4

  • eBook Packages: Springer Book Archive

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