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Practical Use of Bootstrap in Regression

  • Marie-Anne Gruet
  • Sylvie Huet
  • Emmanuel Jolivet
Conference paper
Part of the Statistics and Computing book series (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.

Key words

bootstrap calibration analysis of variance nonlinear regression nonparametric regression Edgeworth expansion bootstrap. 

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Copyright information

© Springer-Verlag Berlin Heidelberg 1993

Authors and Affiliations

  • Marie-Anne Gruet
    • 1
  • Sylvie Huet
    • 1
  • Emmanuel Jolivet
    • 1
  1. 1.Laboratoire de BiométrieINRAJouy-en-Josas CédexFrance

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