EKSAKTA: Journal of Sciences and Data Analysis
VOLUME 16, ISSUE 2, August 2016

Bootstrapping Residuals to Estimate the Standard Error of Simple Linear Regression Coefficients

Muhammad Hasan Sidiq Kurniawan (Department of Statistics, Universitas Islam Indonesia)



Article Info

Publish Date
13 Jun 2016

Abstract

Regression models are the statistical methods that widely used in many fields. The models allow relatively simple analysis of complicated situations. The aim of the regression models is to analyze the relationship between the predictor and response. In order to do that, we have to estimate the regression coefficient. In case of simple linear regression, the method to estimate the regression coefficient is either least square method or maximum likelihood estimation. Also, the standard error of the regression coefficient is being estimated. In this paper, we apply the bootstrap method to estimate the standard error of the regression coefficient. We compare the result of the bootstrapping method with the least square method. From this study, we know that the standard error estimation value of regression model using the bootstrap method is close to the value if we use the least square method. So we can say that the bootstrap method can be used to estimate the standard error of another regression models coefficient which does not have the closed-form formula

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Journal Info

Abbrev

eksakta

Publisher

Subject

Chemical Engineering, Chemistry & Bioengineering Chemistry Earth & Planetary Sciences Materials Science & Nanotechnology

Description

Ekstakta is an interdisciplinary journal with the scope of mathematics and natural sciences that is published by Fakultas MIPA Universitas Islam Indonesia. All submitted papers should describe original, innovatory research, and modelling research indicating their basic idea for potential ...