The Analysis of Bootstrap Method in Linear Regression Effect
نویسندگان
چکیده
This paper combines the least squaress estimate, least absolute deviation estimate, least median estimate with Bootstrap method. When the overall error distribution is unknown or it is not the normal distribution, we estimate the regression coefficient and confidence interval of coefficient, and through data simulation, obtain Bootstrap method, which can improve stability of regression coefficient and reduce the length of confidence interval.
منابع مشابه
Functional-Coefficient Autoregressive Model and its Application for Prediction of the Iranian Heavy Crude Oil Price
Time series and their methods of analysis are important subjects in statistics. Most of time series have a linear behavior and can be modelled by linear ARIMA models. However, some of realized time series have a nonlinear behavior and for modelling them one needs nonlinear models. For this, many good parametric nonlinear models such as bilinear model, exponential autoregressive model, threshold...
متن کاملBootstrap study to estimate linear regression parameter (Application in the study on the effect of oral hygiene on dental caries)
Background: Bootstrap is a computer simulation-based method that provides estimation accuracy in estimating inferential statistical parameters. Purpose: This article describes a research using secondary data (n = 30) aimed to elucidate bootstrap method as the estimator of linear regression test based on the computer programs MINITAB 13, SPSS 13, and MacroMINITAB. Methods: Bootstrap regression m...
متن کاملThe effect of social capital on the efficiency of government expenditures in Iran
Abstract: In this paper, the effect of social capital on the efficiency of government expenditures has been studied in the two sectors of education and health during the period 1364-1396. social capital has been estimated by The Multiple Causes-Impact (MIMIC) approach, and efficiency of government expenditures in both education and health is estimated by the Data Envelopment Analysis (DEA) and...
متن کاملFast and robust bootstrap
In this paper we review recent developments on a bootstrap method for robust estimators which is computationally faster and more resistant to outliers than the classical bootstrap. This fast and robust bootstrap method is, under reasonable regularity conditions, asymptotically consistent. We describe the method in general and then consider its application to perform inference based on robust es...
متن کاملThe Impact of Human Capital on FDI with New Evidence from Bootstrap Panel Granger Causality Analysis
T his study evaluates the causality relationship between human capital and foreign direct investment inflow in twenty-six OIC (the Organization of Islamic Cooperation) countries over the period 1970–2014. We employed the panel Granger non-causality testing approach of Kònya (2006) that is based on seemingly unrelated regression (SUR) systems, and Wald tests with country specific boot...
متن کامل