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eISSN: 2581-9615 || CODEN: WJARAI || Impact Factor 8.2 ||  CrossRef DOI

Research and review articles are invited for publication in March 2026 (Volume 29, Issue 3) Submit manuscript

Simulation study on bootstrap confidence intervals in linear models: Case of heteroscedasticity

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  • Simulation study on bootstrap confidence intervals in linear models: Case of heteroscedasticity

Zarrukh Rakhimov *

Department of Economics and Business, Westminster International University in Tashkent, Tashkent city, Uzbekistan.
 
Review Article
World Journal of Advanced Research and Reviews, 2024, 23(03), 2250-2259
Article DOI: 10.30574/wjarr.2024.23.3.2866
DOI url: https://doi.org/10.30574/wjarr.2024.23.3.2866
 
Received on 08 August 2024; revised on 14 September 2024; accepted on 17 September 2024
 
OLS models have several assumptions for its interval estimations to be unbiased and efficient. Non-constant variance of residuals can cause serious issues in making inferences on coefficients as well as interval estimations. In this paper, we discuss the presence of heteroscedasticity in a linear model and suggest a paired bootstrap approach as an assumption-free approach on constructing confidence intervals. We carry a simulation study to compare bootstrap confidence intervals to traditional intervals. We conclude bootstrap intervals, though not perfect, can give better interval estimates when heteroscedasticity is observed and no remedy is applied.
 
Heteroscedasticity; Homoscedasticity; Linear model; Confidence Interval; Bootstrap; Accuracy'
 
https://wjarr.com/sites/default/files/fulltext_pdf/WJARR-2024-2866.pdf

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Zarrukh Rakhimov. Simulation study on bootstrap confidence intervals in linear models: Case of heteroscedasticity. World Journal of Advanced Research and Reviews, 2024, 23(3), 2250-2259. Article DOI: https://doi.org/10.30574/wjarr.2024.23.3.2866

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