Variable deletion conficence regions and bootstrapping in linear regression

Velilla Cerdan, Santiago

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Variable deletion conficence regions and bootstrapping in linear regression

Author(s): Velilla Cerdan, Santiago

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Issued date: 1999-10

Serie/No.: UC3M Working Papers. Statistics and Econometrics
99-72-25

Keywords: Least squeres estimation , mallows distance , model selection , resampling

URI: http://hdl.handle.net/10016/6351

Rights: Atribución-NoComercial-SinDerivadas 3.0 España

Abstract:

A resampling method is introduced to approximate, when some of the predictors are deleted, the quantiles of the distribution of the usual least squares pivots in linear regression. The approximation is used to construct confidence regions for the parameters of [+]

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