## Bootstrapping for residuals (In R)

Hi, Ive been trying to write a program for bootstrapping residuals in R but without much success.

A lecturer wants to predict the performance of students in an end-of-year physics exam, y. The lecturer has the students results from a mid-term physics exam, x, and a mid-term biology exam, z.
The lecturer proposes the following linear model for the end-of-year exam result
yi = α + βxi + γzi + qi, where q is the error.
Y is a matrix of the data and we have y=first column of the data and X=second 2 columns(the x & z data)
Now I need to write a program for obtaining bootstrap estimates, i have:

x=scan(data)
Y=matrix(x,ncol=3,byrow=T)
y=Y[,1]
X=Y[,2:3]

ls=lsfit(X,y)
beta=ls$coef yest=beta[1]+beta[2]*X[,1]+beta[3]*X[,2] res=y-yest boot=function(X,res,beta,b) { n=24 output=matrix(0,ncol=2,nrow=b) for(i in 1:b) { error=sample(res,n,replace=T) ystar=beta[1]+beta[2]*X[,1]+beta[3]*X[,2]+error ls=lsfit(X,ystar) output[i,]=ls$coef
}
output
}

I think the first 8 lines are right but my function might be wrong?
Any help?