[R] Bootstrapped standard errors

Marc Schwartz marc_schwartz at comcast.net
Fri May 18 02:58:07 CEST 2007


On Thu, 2007-05-17 at 17:43 -0700, Anup Nandialath wrote:
> Dear Friends,
> 
> I'm trying to learn to how to get Bootstrapped standard errors for
> estimated coefficients from a regression. 
> 
> For instance suppose I have the following model
> 
> logitmodel <- glm (y~X1+X2+X3, family=binomial(link="logit"))
> 
> beta <- logitmodel$coef
> 
> can somebody please guide me on how to use the package boot to obtain
> bootstrapped SE's for the associated betas.
> 
> 
> Thanks in advance
> 
> Anup

You might want to review John Fox' document on Bootstrapping Regression
Models:

http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-bootstrapping.pdf

HTH,

Marc Schwartz



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