gamclass (version 0.52)

simreg: Simulate (repeated) regression calculations

Description

Derive parameter estimates and standard errors by simulation, or by bootstrap resampling.

Usage

simreg(formula, data, nsim = 1000)
bootreg(formula, data, nboot = 1000)

Arguments

formula

Model formula

data

Data frame from which names in formula can be taken

nsim

Number of repeats of the simulation (simreg)

nboot

Number of bootstrap resamples (bootreg)

Value

• Matrix of coefficients from repeated simulations, or from bootstrap resamples. For simreg there is one row for each repeat of the simulation. For bootreg there is one row for each resample.

References

http:/www.maths.anu.edu.au/~johnm/nzsr/taws.html

Examples

xy <- data.frame(x=rnorm(100), y=rnorm(100))
simcoef <- simreg(formula = y~x, data = xy, nsim = 100)
bootcoef <- bootreg(formula = y~x, data = xy, nboot = 100)