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臺大管理論叢
第
27
卷第
3
期
107
附錄
#SIMULATION DATA BASED ON Case2
library(MASS)
library(corpcor)
covm<-c(1.00, 0.60, 0.40, 0.20, 0.00,
0.60, 1.00, 0.90, 0.40, 0.00,
0.40, 0.90, 1.00, 0.40, 0.00,
0.20, 0.40, 0.40, 1.00, 0.00,
0.00, 0.00, 0.00, 0.00, 1.00)
covm<-matrix(covm,5,5)
varlist<-c("Y","X1","X2","X3", "X4")
dimnames(covm)<-list(varlist,varlist)
simudata<-mvrnorm(n=1000,rep(0,5),covm,empirical=TRUE)
simudata<-data.frame(simudata)
#regression function lm in R to create lm.out
library(yhat)
library(miscTools)
lm.out<-lm(Y~X1+X2+X3+X4,data=simudata)
regrOut<-calc.yhat(lm.out)
#bootstrapped the results produced from calc.yhat
library(boot)
boot.out<-boot(simudata,boot.yhat,1000,lmOut=lm.out, regrout0=regrOut)
#summary statistics of the bootstrap data
result<-booteval.yhat(regrOut,bty= "perc",boot.out)