# [R] Bootstrapping for residuals

bubbles1990 robjd2002 at hotmail.com
Wed Nov 30 17:31:03 CET 2011

```Hi, Ive been trying to write a program for bootstrapping residuals in R but
without much success.

A lecturer wants to predict the performance of students in an end-of-year
physics exam, y. The lecturer has the students results from a mid-term
physics exam, x, and a mid-term biology exam, z.
He proposes the following linear model for the end-of-year exam result
yi = α + βxi + γzi + qi, where q is the error.
Y is a matrix of the data and we have y=first column of the data and
X=second 2 columns(the x & z data)
Now I need to write a program for obtaining bootstrap estimates, i have:

x=scan(data)
Y=matrix(x,ncol=3,byrow=T)
y=Y[,1]
X=Y[,2:3]

ls=lsfit(X,y)
beta=ls\$coef

yest=beta+beta*X[,1]+beta*X[,2]
res=y-yest

boot=function(X,res,beta,b)
{
n=24
output=matrix(0,ncol=2,nrow=b)
for(i in 1:b)
{
error=sample(res,n,replace=T)
ystar=beta+beta*X[,1]+beta*X[,2]+error
ls=lsfit(X,ystar)
output[i,]=ls\$coef
}
output
}

I think the first 8 lines are right but my function might be wrong?
Any help?

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```