[R] questions about performing Robust multiple regression using bootstrap
faiz7r at gmail.com
Mon Feb 26 12:30:22 CET 2018
I am slightly confused about how I can do the following in R.
I want to perform robust multiple regression. I’ve used the Boot
function in CAR package to find confidence intervals and standard
errors. Inadition to these, I want to find the robust estimates for
the F test and r-square. Finally, I would like to know the
significance levels of bootstrap results.
Below I explain my question using commented R code.
 reg=lm(a~b+c+d+e) # perform multiple regression.
 library(car) #load the car package.
 bootstrap=Boot(reg) #perform bootstrap using the Boot function in
 summary(bootstrap) #show the results of bootstrap.
now I would like to type a code that can give me robust
estimates of R-square, F tests, and significance levels for
coefficients and f.
Thanks for any help.
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