| Titre | Les méthodes du bootstrap dans les modèles de régression | |
|---|---|---|
| Auteur | Emmanuel Flachaire | |
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Revue | Economie et prévision |
| Numéro | no 142, 2000/1 | |
| Rubrique / Thématique | Méthodes |
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| Page | 183-194 | |
| Résumé anglais |
Bootstrap Methods in Regression Models by Emmanuel Flachaire
In practice, we rarely know the true probability distribution of a test statistic and we generally base tests on its asymptotic distribution. If the sample size is not large enough, the asymptotic distribution could be a poor approximation of the true distribution. Consequently, tests based on it could be largely biased. Bootstrap methods yield a more accurate approximation of the distribution of a test statistic than the approximation obtained from the first-order asymptotic theory. Moreover, they provide a way of substituting computation for mathematical analysis when it proves hard to calculate the asymptotic distribution of an estimator or statistic. In this paper, we present a general methodology of the bootstrap in regression models. Source : Éditeur (via Persée) |
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| Article en ligne | http://www.persee.fr/web/revues/home/prescript/article/ecop_0249-4744_2000_num_142_1_5996 |
