Subsample analysis and confidence interval

[Marine Jouvin]

Hi,

I'm running a simple OLS regression, with which I get my coefficient of interest for a given variable and the associated confidence intervals, for a sample size N.

I'd like to randomly reduce my sample to smaller sizes, and calculate the coefficient and the new associated confidence interval. I'd like to estimate the coefficient of interest for different confidence levels (95, 90, 85...), and plot the results.

Any idea that may help?

[Carlo Lazzaro]

Marine:
see -bsample- and -level-.