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Variable deletion conficence regions and bootstrapping in linear regression

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  • Velilla Cerdan, Santiago

Abstract

A resampling method is introduced to approximate, when some of the predictors are deleted, the quantiles of the distribution of the usual least squares pivots in linear regression. The approximation is used to construct confidence regions for the parameters of interest of the model.

Suggested Citation

  • Velilla Cerdan, Santiago, 1999. "Variable deletion conficence regions and bootstrapping in linear regression," DES - Working Papers. Statistics and Econometrics. WS 6351, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:6351
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    References listed on IDEAS

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    1. Lai, T. L. & Robbins, Herbert & Wei, C. Z., 1979. "Strong consistency of least squares estimates in multiple regression II," Journal of Multivariate Analysis, Elsevier, vol. 9(3), pages 343-361, September.
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    Keywords

    Least squeres estimation;

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