R10: How to Bootstrap. The case of R-squared (Econometrics in R)

In this video, I demonstrate how to write a for loop in R to perform a simple bootstrap calculation. My working example is computing a bootstrap approximation to the sampling distribution for R-squared from a simple linear regression model.

I embed all of my R video tutorials on my econometrics blog here:

http://novicemetrics.blogspot.com

If you want to download RStudio because you like the way it is organized relative to R, you can do so at www.RStudio.org.

A description of this video and the code I used with comments is available here:

http://novicemetrics.blogspot.com/2011/03/how-to-bootstrap-in-r-case-of-r-squ...

Category:

Education

Tags:

• R video tutorials
• R-help
• for loop
• bootstrapping
• how to bootstrap
• how to bootstrap in R
• howto
• lecture
• tips

[erikmek]

thanks!

[sigimarti]

nice and quick intro - very useful. Thanks!

[CJtron1]

This is good material, Tony. However the characters displayed on the screen are very small which makes difficult to visualize some lines of code. Would it be possible for you to update this tutorial with bigger font size or zooming in?

[sacman3001]

Excellent video Tony!

Thank you for posting. I hope you post something about difference in differences with more than 1 pre and post-treatment observations.

Thank you again,

Manuel