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Cited by 413

The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.

Bootstrapping a Regression Equation: Some Empirical Results

Freedman, David A., Peters, Stephen C.·1984·Journal of the American Statistical Association

Abstract

The bootstrap, like the jackknife, is a technique for estimating standard errors. The idea is to use Monte Carlo simulation based on a nonparametric estimate of the underlying error distribution. The main object of this article is to present the bootstrap in the context of an econometric equation describing the demand for energy by industry. As it turns out, the conventional asymptotic formulas for estimating standard errors are too optimistic by factors of nearly three, when applied to a particular finite-sample problem. In a simpler context, this finding can be given a mathematical proof.

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Metadata

Authors
Freedman, D. A., & Peters, S. C.
Venue
Journal of the American Statistical Association
Published
1984-03
Volume
79
Issue
385
Pages
97-106
ISSN
  • 0162-1459 (ISSN-L)
  • 1537-274X
OpenAlex
W2060143287
Cited by
413
References
2
FWCI
21.39
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Bootstrapping a Regression Equation: Some Empirical Results. https://app.cochat.ai/papers/10.1080/01621459.1984.10477069
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Freedman, D. A., & Peters, S. C. (1984). Bootstrapping a Regression Equation: Some Empirical Results. Journal of the American Statistical Association. https://doi.org/10.1080/01621459.1984.10477069

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