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how to get the R^2 and p value from a bootstrap regression

Asked by Liyin on 19 May 2013

Hi, I would like to know if there is a way to get the determine coefficient (R^2) from a bootstrap regression. My code is

 x=[ -28.39 -27.17 -28.24 -26.82 -26.70 -26.79 -28.85 -27.30 -27.95 -26.82];
y=[-24.02688 -18.58011 -18.74281 -21.66164 -22.11734 -19.44145 -23.55539 -18.87512 -19.54543 -19.63348];
[bootstat,bootsam]=bootstrp(1000,@regress,x,y);

But I think the bootstat only returns the slope of the regression. How about others parameters? I really want to get the R^2 and p value. Are there comments or functions in matlab? Thanks~~

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