Manually bootstrapping linear regression in R
问题 |Hi guys, I am asking you for help as I am stucked with bootstrapping... The task is: Use the nonparametric bootstrap to compute bootstrap standard error of CAPM beta estimate based on 1000 bootstrap replications and bootstrap sample size equal to the size of the original sample. If I understand it correctly, I am supposed to run my regression model 1000 times to estimate different estimates of the beta and its standard error. However, I am not able to put my thoughts into an actual R code.