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:



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

[theblissfulday]

Thank you so much for this fantastic video! It exactly solved my problem.

[therimalaya]

Perfect, you have illustrated everything very nicely! Thank you

[alicamillerivera]

This was exactly what I needed, thank you!

[humbertobarino]

Congratulations ! Very good vídeo... its very objective, so idont lose my time ! Very good

[sigimarti]

nice and quick intro - very useful. Thanks!

[babyshoone]

Thank you for the video. Is there a way to do the same with support vector regression? with SVM it's quite complicate because we need to tune the hypereparametres "C" and "epsilon". Can you help me please?

[CJtron]

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?

[kamalmokhtar]

hello, Can I use this as well, if I have quadratic linear regression?

[joonholim]

Can we report of the mean of bootstrapped R-squared?

[superjokerrr]

Can bootstrapping be used in point estimation only?

[GreatWonderMoose]

Very helpful video, but it's so small.

[tomisthlm]

What is set.seed? Do not understand the explanations i find on google.