WildBoot: Wild bootstrap.

In reyesem/reyes482: Provide supplemental functionality for MA482/BE482

Description

Implement a wild bootstrap for lm and nls objects. This is a very rough approach based on the Boot function.

Usage

WildBoot(object, f = coef, labels = names(f(object)), R = 999, ncores = 1, ...)

## S3 method for class 'nls'
WildBoot(object, f = coef, labels = names(f(object)), R = 999, ncores = 1, ...)

## S3 method for class 'lm'
WildBoot(object, f = coef, labels = names(f(object)), R = 999, ncores = 1, ...)

Arguments

object	a regression object of class "lm" or "nls".
f	see Boot
labels	see Boot
R	see Boot
ncores	see Boot
...	arguments passed to additional methods

Value

See boot for the returned value of the structure returned by this function.

Methods (by class)

• nls:

• lm:

Examples

m1 <- lm(dist ~ speed, data = cars)
betahat.boot <- WildBoot(m1, R = 199)

confint(betahat.boot)

reyesem/reyes482 documentation built on March 19, 2021, 8:59 p.m.