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	Inferenza Bootstrap	Regression with Ordinary Least Squares (OLS)
Campo	Statistica	Econometria
Famiglia	Regression model	Regression model
Anno di origine	1979	2019
Ideatore	Bradley Efron	Wooldridge (textbook treatment); classical least squares
Tipo	Resampling-based inference	Linear regression
Fonte seminale	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Alias	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Correlati	5	5
Sintesi	Bootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).