diff --git a/src/bootstrap.jl b/src/bootstrap.jl index ee909e8b7..c2985ca44 100644 --- a/src/bootstrap.jl +++ b/src/bootstrap.jl @@ -203,7 +203,11 @@ of coverage intervals. !!! note - All coefficients are bootstrapped, including inestimatable ones from the rank deficient case. + All coefficients are bootstrapped. In the rank deficient case, the inestimatable coefficients are + treated as -0.0 in the simulations underlying the bootstrap, which will generally result + in their estimate from the simulated data also being being inestimable and thus set to -0.0. + **However this behavior behavior may change in future releases to explicitly drop the + extraneous columns before simulation and thus not include their estimates in the bootstrap result.** """ function parametricbootstrap( rng::AbstractRNG,