When you use the bootstrap method in statistics, the most common resampling method is called case resampling. For data that has N observations, each bootstrap sample is created by sampling with replacement from the N observations (or "cases") in the data. However, if the data set includes categorical variables, it
A previous article discusses a formula for a confidence interval for R-square in a linear regression model (Olkin and Finn (1995) "Correlations redux", Psychological Bulletin) The formula is useful for large data sets, but should be used with caution for small samples. At the end of the previous article, I
A previous article shows how to use the MODELAVERAGE statement in PROC GLMSELECT in SAS to perform a basic bootstrap analysis of the regression coefficients and fit statistics. A colleague asked whether PROC GLMSELECT can construct bootstrap confidence intervals for the predicted mean in a regression model, as described in
