Bootstrapping Regression Models via Empirical Likelihood Resampling
SHI JIAN(Institute of Syatems Science, Academia Sinica, Beijing, 100080)
In this paper an empirical likelihood resampling is proposed for bootstrapping studentizedleast square estimation in linear regression models. It is proved that our method captures ageneral s-2 term Edgeworth expansion and achieves a second order accuracy, furthermore, ithas smaller loss than the classical one in most cases.
【CateGory Index】： O212