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On resampling techniques for regression models

Author

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  • Weber, N. C.

Abstract

Resampling techniques like the bootstrap are examined for functions of the parameters of a linear model. A weighted resampling method analogous to the weighted jackknife developed by Hinkley (1977) is proposed for regression models.

Suggested Citation

  • Weber, N. C., 1984. "On resampling techniques for regression models," Statistics & Probability Letters, Elsevier, vol. 2(5), pages 275-278, October.
    • Handle: RePEc:eee:stapro:v:2:y:1984:i:5:p:275-278
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    Citations

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    Cited by:

    1. de Peretti Christian & Siani Carole, 2004. "Neural Tests for Conditional Heteroskedasticity in ARCH-M Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(3), pages 1-24, September.
    2. James G. MacKinnon & Russell Davidson, 1996. "The Size And Power Of Bootstrap Tests," Working Paper 932, Economics Department, Queen's University.
    3. Matteo Mogliani & Giovanni Urga & Carlos Winograd, 2009. "Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006," Working Papers halshs-00575107, HAL.
    4. Christian de Peretti, 2003. "Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 187-212, October.
    5. Carole Siani & Christian de Peretti, 2006. "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006 301, Society for Computational Economics.

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