Bootstrap variance and bias estimation in linear models

DOI10.2307/3314934MaRDI QIDQ3822991zbMATH OpenOpenAlexFDO

Authors Jun Shao

Publication date 1988

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3314934

zbMATH Keywords

asymptotically unbiasedbiasbootstrap estimatorsconsistentleast-squares methodlinearization methodmean squared errorssimulation studyvariance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Linear regression; mixed models (62J05)

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Cites work

• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
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• Bootstrapping regression models

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(20)

• On resampling methods for variance and bias estimation in linear models
• Bartlett's correction and the bootstrap in normal linear regression models
• Jackknifing in partially linear regression models with serially correlated errors
• Bootstrap of linear model with AR-error structure
• Bootstrap estimation of the variance of the error term in monotonic regression models
• scientific article; zbMATH DE number 418923 (Why is no real title available?)
• Bootstrap of the linear correlation model
• A simulation study of bias in estimation of variance by bootstrap linear regression model
• Bootstrap inference in a linear equation estimated by instrumental variables
• The robustness of bootstrap estimator of variance
• scientific article; zbMATH DE number 123470 (Why is no real title available?)
• scientific article; zbMATH DE number 572271 (Why is no real title available?)
• scientific article; zbMATH DE number 1779497 (Why is no real title available?)
• Bootstrapping and empirical edgeworth expansions in multiple linear regression models
• Variance estimates in logistic regression using the bootstrap
• scientific article; zbMATH DE number 865685 (Why is no real title available?)
• scientific article; zbMATH DE number 1416140 (Why is no real title available?)
• Using the bootstrap to estimate the variance in the case of undermodeling
• Efficient bias correction for cross-section and panel data
• Bootstrap estimation of the asymptotic variances of statistical functionals

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