Variable deletion conficence regions and bootstrapping in linear regression

Santiago Velilla Cerdan

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

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.

Keywords: Least; squeres; estimation; mallows; distance; model; selection; resampling (search for similar items in EconPapers)
Date: 1999-10
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:6351

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