Bootstrap Rsq
- (1) 眖 Normal(0,1) いgenerate ¨rept〃 掸data (Y, X1 X2 are independnet) 秈︽ bootstrap
ゑ耕 妓セ Rsq , adjusted Rsq ㎝ bootstrap Rsq
MTB macro
- (2) 眖 Normal(0,1) いgenerate ¨rept〃 掸data(Y=(X1+X2)/2 +epsilon, X1, X2, epsisilon are iid N(0,1))
秈︽ bootstrap盢妓セ Rsq ㎝ adjusted Rsq ㎝ bootstrap Rsq ゑ耕
MTB macro
把计1: 龟喷狡Ω计把计2: 妓セ size 把计3bootstrapぇΩ计
把计45, 6フ︽ 妓セ Rsq , adjusted Rsq㎝ bootstrap Rsq
- Result