Tay hp ps Dey y sk bk | io PEL. a ip)sebey? Ie = athe, G= 1)... where each arg = (Lyin +s tue)! xd B= (BoB) 5 sector, aul p = kT, It follows that pre "Cw WO, °7) ‘ll epbns # The esvar texas e,.-.y¢aateindepeadeat snd ideally dst random wasiables with Boke) = 0, x 1 para aud V (¢4) for all @ Oftentimes, we also assume normality for the error terms. \ Cw i Example (Gi T Alloy VAT TT The ditector of the office of admissions wants to know if 2°30 predietod fiom the extranee test scare (ay). The simple linear regression model grade point us} ean be Sannple (Gives and Hosting (2015)) Copper Nick Aly Tae tbleIniow ues Td suesatensats of unrest le Gy) fee aie lls, ack wit spec iron conteat (x). OF interest isthe corrosion los ithe allows 2 the io cases, Te TO| the Torresinn oss when = is no iron, (Jhius, consider the estimation of(@ = y/o Jer a simple Tinea I X is Pixe 5 i = Bo + Bae +4 tly) shr if, * «Suppose that the i 1 Os on the obwnyaktata is 6 fi/do = 0.88. — OS inatoatee (3) ma ble Bos he wns , [a oan tio taste senpie?—We obtain Mid australis of the frm tetera resample trom ferent Table Coppe Boo] OR] or uw [aere | 1210 [iio fp Mp ir] 1a | oferty ©The point esti 2 Weal P30 x Curleymnwh by APO), G8, 19 (0,07 f t Orgies tor How to obtain the bootstrap samples? BP) whore F represents the distribution the data) 8. Not so clear how to estimate F.we i} re, oid Me) VG)207 , & | _ kind 4 a) 4 wal Case F The clvasinte values @j. t= 1,...,m ate fixed Bootstngh he vosid at J Case La No distributi fond then sunple from the empirical di Procedure to obtain te bootstrap sample D350 sumption is made on gs. In this Aseowegompute A. o ton iisossins Wg, )eo% 1 Under the model y +e where 2 (e) = 0 aul V (e) = o2ly, estimate B= (XX) 7 X'y 2 Get the wsiduals yy 2B. Fyn dt fo ve Ceo lig! "Ae cay" XP (a pa ar ts ofthese). ae * This process ean be tepeated many tines CoM hit Sugai distribution for BT that can bw used for inference. Note that the ef are actually not independent. thengh they are usually roughly so. The sy of hootstrappi ull is at the core of simple bootstrapping metliods for other models suel as 1 The bootstrap dar We can also get Improvement (from Davison & Hinkley) # Note thar the veetor of residuals i € = (Iq Hy Thus V (e ? (I, — TD) f# Ln Step 3. instead of using the residuals eg, ase the nundified residuals rs = Glee. d= 1,-.-4m, where fa the ah diagonal element of Tal care snl “hq oF their centered uterparts trees oH { i D\ Under Nonconstant varianke obtained as follows shine hootstrnp, where the yes are bere $e) =e and w+ Bernoulli Te Davison and Hinkley Case 1b. The gs a TaeTued to be N (G02) Tn rake, we compute A. obtain the wesiduals, and then sample from the plugsin dustribation L. Under the model y = XB 46, where €~ Ny (0,22). estimate UB ‘a a 4 B= (XX) OXY ap a af)’ (Leas } arp) ae “) 2, Repeat B times © ObtainedNote that Vp (y") is taken with respect to the distribntion of e so A is fixed ‘© Repent these steps many times, then proceed to infere «© This approach of bootstrapping the cases is sometimes 4, i WLCase 2 The covaiae alies a = Hopman, Bootstrap Tie pairs) Under the mnodel ye = 244 +. i= 1...) where wy = (wish)! 7 = 1,-.-m are iid from some unknown tistribution F () L. Repeat the following B times © Resaniple wf, 3... ay using SRSWR frou (wa... we} © Compute B= (XX EX? where X= [aj asl 2. The bontstrap datasets ave the B sets of fw, wh, 5a}. Case 2b. We make a disttiburional assumption Canine wal 9 = yr 8arbae é= teva wb [Joa (LM [3 Bee L Compute i = ’ #2 = LIL, (ufo - Bim) 2. Repeat the following B tines soot | FE] a Ba Compute Banc Bf sinlarly as Bo and A b The jsp datasess ae the Best {| 2 Ei Notes abont the bootstrap for random covariates # Tf sou have doubts about adequacy of the regression model, the coustaney of the residual variance, o nu assmanptions, the paired bootstrap will be less sensitive to violations in the assunuptions than will bootstrapping the residuals ‘© The paired bootstrap sampling more dizectly asistors the original da Do the following for the Capper Nickd exaaipl © Verify the estimate of 6 ator of 8, © Obtain @ histogram of the bootstrap estimates of 8 {ie., the 6*5) obtained from re bootstrap datasets. The histogrims sumntarizes the sampling variability of 6 as an es © Obtain a bootstrap estimate of the standard ettor of 6 © Obtain a 95/4 confidence interval fy @ haved on the percentile method