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![The simple block bootstrap for time series in SAS](https://blogs.sas.com/content/iml/files/2021/01/simpleBlockBoot6-702x336.png)
For ordinary least squares (OLS) regression, you can use a basic bootstrap of the residuals (called residual resampling) to perform a bootstrap analysis of the parameter estimates. This is possible because an assumption of OLS regression is that the residuals are independent. Therefore, you can reshuffle the residuals to get