Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: Running a regression for a subset of observations issue


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: Running a regression for a subset of observations issue
Date   Sat, 7 Jul 2007 09:11:29 -0400

You are describing the jackknife estimator, which is implemented as a prefix in Stata. help jackknife


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Jul 7, 2007, at 2:33 AM,Nuno wrote:



Does anyone know if Stata is able to cyclically run n regressions on a n
observations sample, but at each ith cycle the ith observation is excluded
from the sample that will be used in the estimation?
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index