s="citation" data-cites="Breiman:1996">(<a href="#ref-Breiman:1996" role="doc-biblioref">Breiman 1996</a>)</span>. In the simplest case, this involves bootstrapping the original data, fitting a model to each bootstrapped data set, then averaging the predictions. For instance, rather than using an estimate <span class="math inline">\(\hat{\sigma}\)</span> from the original data set, bootstrapped data sets <span class="math inline">\(y^{\textrm{boot}(1)}, \ldots,
y^{\textrm{boot}(N)}\)</span> are generated. E