# Pboot: Percentile Bootstrap Confidence Interval (Wild Bootstrap) -... In hcci: Interval estimation for the parameters of linear models with heteroskedasticity (Wild Bootstrap)

## Description

This function calculates confidence intervals for the parameters in heteroskedasticity linear regression models. The intervals are estimated by bootstrap percentile.

## Usage

 ```1 2``` ```Pboot(model, significance=0.05, double=FALSE, J=NULL, K=NULL, distribution="rademacher") ```

## Arguments

 `model` Any object of class `lm`; `significance` Significance level of the test. By default, the level of significance is `0.05`; `double` If `double = TRUE` will be calculated intervals bootstrap t and double bootstrap t. The default is `double = FALSE`; `J` Number of replicas of the first bootstrap; `K` Number of replicas of the second bootstrap; `distribution` Distribution of the random variable with mean zero and variance one. This random variable multiplies the error estimates in the generation of the samples. The argument `distribution` can be rademacher or normal (standard normal). The default is `distribution = rademacher`.

## Author(s)

Pedro Rafael Diniz Marinho <pedro.rafael.marinho@gmail.com>

## References

Booth, J.G. and Hall, P. (1994). Monte Carlo approximation and the iterated bootstrap. Biometrika, 81, 331-340.

Cribari-Neto, F.; Lima, M.G. (2009). Heteroskedasticity-consistent interval estimators. Journal of Statistical Computation and Simulation, 79, 787-803;

Wu, C.F.J. (1986). Jackknife, bootstrap and other resampling methods in regression analysis, 14, 1261-1295;

McCullough, B.D; Vinod, H.D. (1998). Implementing the double bootstrap, 12, 79-95.

`Tboot`.

## Examples

 ```1 2 3 4 5 6 7``` ```data(schools) datas = schools[-50,] y = datas\$Expenditure x = datas\$Income/10000 model = lm(y ~ x) Pboot(model=model, significance = 0.05, double = FALSE, J=1000, K = 100, distribution = "rademacher") ```

### Example output

```\$beta
[1] -151.2651  689.3881

\$ci_lower_simple
[1] -362.9986  419.8198

\$ci_upper_simple
[1]  46.68133 971.98637

\$ci_lower_double
logical(0)

\$ci_upper_double
logical(0)
```

hcci documentation built on May 2, 2019, 2:07 a.m.