For the data of Table 12.4.1, we could also use the nonparametric bootstrap to assess the standard

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For the data of Table 12.4.1, we could also use the nonparametric bootstrap to assess the standard error from the LAD and M-estimator fit.
(a) Fit the line y = α + βx to get estimates and .
(b) Generate new residuals by resampling from the fitted residuals and re-estimate α and β.
(c) Do part (c) B times and calculate the standard deviation of and .
For the data of Table 12.4.1, we could also use
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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