Does bootstrapped regression allow for inference?Obtaining and interpreting bootstrapped confidence intervals from hierarchical dataDistribution of reciprocal of regression coefficientNon-technical conditions for validity of nonparametric bootstrap confidence intervalsBootstrapped coefficients for ordinal logistic regression with Rbootstrapped standard error to make inference about difference of meansBootstrapping multivariate multiple variable regressionBootstrapping to measure the significance of the skewnessBootstrapped confidence interval for the difference in means for paired dataAre observations independent in bootstrapped resamples?Bootstrapping Prediction Errors
Domain expired, GoDaddy holds it and is asking more money
How would photo IDs work for shapeshifters?
Calculate Levenshtein distance between two strings in Python
Landlord wants to switch my lease to a "Land contract" to "get back at the city"
aging parents with no investments
Extreme, but not acceptable situation and I can't start the work tomorrow morning
Does a dangling wire really electrocute me if I'm standing in water?
Can I legally use front facing blue light in the UK?
Pristine Bit Checking
What is GPS' 19 year rollover and does it present a cybersecurity issue?
COUNT(*) or MAX(id) - which is faster?
Why was the "bread communication" in the arena of Catching Fire left out in the movie?
Is it legal to have the "// (c) 2019 John Smith" header in all files when there are hundreds of contributors?
Is every set a filtered colimit of finite sets?
Where else does the Shulchan Aruch quote an authority by name?
Eliminate empty elements from a list with a specific pattern
Email Account under attack (really) - anything I can do?
How to make payment on the internet without leaving a money trail?
extract characters between two commas?
Is there a familial term for apples and pears?
Information to fellow intern about hiring?
How did the USSR manage to innovate in an environment characterized by government censorship and high bureaucracy?
Denied boarding due to overcrowding, Sparpreis ticket. What are my rights?
What to wear for invited talk in Canada
Does bootstrapped regression allow for inference?
Obtaining and interpreting bootstrapped confidence intervals from hierarchical dataDistribution of reciprocal of regression coefficientNon-technical conditions for validity of nonparametric bootstrap confidence intervalsBootstrapped coefficients for ordinal logistic regression with Rbootstrapped standard error to make inference about difference of meansBootstrapping multivariate multiple variable regressionBootstrapping to measure the significance of the skewnessBootstrapped confidence interval for the difference in means for paired dataAre observations independent in bootstrapped resamples?Bootstrapping Prediction Errors
.everyoneloves__top-leaderboard:empty,.everyoneloves__mid-leaderboard:empty,.everyoneloves__bot-mid-leaderboard:empty margin-bottom:0;
$begingroup$
Assuming a linear model of
$$ y = beta_0+beta_1x+epsilon $$
I can construct a bootstrapped confidence interval for the estimate of $beta_1$ by sampling with replacement from all of the $(x_i, y_i)$ pairs from the data.
Is it possible for me to tell if the value of $beta_1$ is significant, without preforming a t-test the data? Or is the bootstrap used more less for inference but more for trying to find the most accurate predictor in this case?
bootstrap
$endgroup$
add a comment |
$begingroup$
Assuming a linear model of
$$ y = beta_0+beta_1x+epsilon $$
I can construct a bootstrapped confidence interval for the estimate of $beta_1$ by sampling with replacement from all of the $(x_i, y_i)$ pairs from the data.
Is it possible for me to tell if the value of $beta_1$ is significant, without preforming a t-test the data? Or is the bootstrap used more less for inference but more for trying to find the most accurate predictor in this case?
bootstrap
$endgroup$
add a comment |
$begingroup$
Assuming a linear model of
$$ y = beta_0+beta_1x+epsilon $$
I can construct a bootstrapped confidence interval for the estimate of $beta_1$ by sampling with replacement from all of the $(x_i, y_i)$ pairs from the data.
Is it possible for me to tell if the value of $beta_1$ is significant, without preforming a t-test the data? Or is the bootstrap used more less for inference but more for trying to find the most accurate predictor in this case?
bootstrap
$endgroup$
Assuming a linear model of
$$ y = beta_0+beta_1x+epsilon $$
I can construct a bootstrapped confidence interval for the estimate of $beta_1$ by sampling with replacement from all of the $(x_i, y_i)$ pairs from the data.
Is it possible for me to tell if the value of $beta_1$ is significant, without preforming a t-test the data? Or is the bootstrap used more less for inference but more for trying to find the most accurate predictor in this case?
bootstrap
bootstrap
asked 4 hours ago
VastingVasting
305
305
add a comment |
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
Is it possible for me to tell if the value of $beta_1$ is
significant, without preforming a t-test the data?
Yes. You could use bootstrap to calculate confidence intervals. Another thing that you could do, is you could take many bootstrap samples from your data, then calculate regression parameters for each of the samples and check how often the parameters calculated on bootstrap samples are greater then zero, where the empirical fraction from bootstrap samples would be equivalent of testing that $beta>0$.
$endgroup$
add a comment |
Your Answer
StackExchange.ifUsing("editor", function ()
return StackExchange.using("mathjaxEditing", function ()
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
);
);
, "mathjax-editing");
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "65"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);
else
createEditor();
);
function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: false,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: null,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);
);
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstats.stackexchange.com%2fquestions%2f401911%2fdoes-bootstrapped-regression-allow-for-inference%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
Is it possible for me to tell if the value of $beta_1$ is
significant, without preforming a t-test the data?
Yes. You could use bootstrap to calculate confidence intervals. Another thing that you could do, is you could take many bootstrap samples from your data, then calculate regression parameters for each of the samples and check how often the parameters calculated on bootstrap samples are greater then zero, where the empirical fraction from bootstrap samples would be equivalent of testing that $beta>0$.
$endgroup$
add a comment |
$begingroup$
Is it possible for me to tell if the value of $beta_1$ is
significant, without preforming a t-test the data?
Yes. You could use bootstrap to calculate confidence intervals. Another thing that you could do, is you could take many bootstrap samples from your data, then calculate regression parameters for each of the samples and check how often the parameters calculated on bootstrap samples are greater then zero, where the empirical fraction from bootstrap samples would be equivalent of testing that $beta>0$.
$endgroup$
add a comment |
$begingroup$
Is it possible for me to tell if the value of $beta_1$ is
significant, without preforming a t-test the data?
Yes. You could use bootstrap to calculate confidence intervals. Another thing that you could do, is you could take many bootstrap samples from your data, then calculate regression parameters for each of the samples and check how often the parameters calculated on bootstrap samples are greater then zero, where the empirical fraction from bootstrap samples would be equivalent of testing that $beta>0$.
$endgroup$
Is it possible for me to tell if the value of $beta_1$ is
significant, without preforming a t-test the data?
Yes. You could use bootstrap to calculate confidence intervals. Another thing that you could do, is you could take many bootstrap samples from your data, then calculate regression parameters for each of the samples and check how often the parameters calculated on bootstrap samples are greater then zero, where the empirical fraction from bootstrap samples would be equivalent of testing that $beta>0$.
edited 4 hours ago
answered 4 hours ago
Tim♦Tim
59.9k9132225
59.9k9132225
add a comment |
add a comment |
Thanks for contributing an answer to Cross Validated!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstats.stackexchange.com%2fquestions%2f401911%2fdoes-bootstrapped-regression-allow-for-inference%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown