7/24/2019 Rlab6

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7/24/2019 Rlab6

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Standard error estimation

Consider the i.i.d. sample variablex which is from an unknown

distribution. We are interested in estimating the median and itsstandard error. Use the bootstrap to estimate the standard error of

the median for the sample. Plot the bootstrap values of the

median and decide on a method for calculating a 95% confidence

interval for the median.

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7/24/2019 Rlab6

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Bootstrap techniques for regression

Consider the data lt67 from Assignment 1. With OLS, fit the

model

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and use both the parametric bootstrap and case re-sampling to

create the studentized bootstrap confidence intervals for 1.

Compare the results with the two methods. Repeat the analysis

when the outliers as determined by the cooks distance have beenremoved.

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