BOOTSREG: An SAS Matrix Language Program for Bootstrapping Linear Regression Models

BOOTSREG is an SAS/IML program for performing the bootstrap resampling technique in regression analysis. The program can be used in any version of SAS as long as the installation includes the Interactive Matrix Language (IML) module of the SAS system. Program input and output are both highly automated, so the users need to know very little about the SAS system or the SAS language. The program produces both standard regression results (parameter estimates, goodness of fit, and standard errors) and boot-strapped sampling distributions for the parameter estimates. The program outputs both statistical summaries and graphical representations of the bootstrap distributions for each regression coefficient.