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RE: st: Jackknifing on Stata


From   jverkuilen <jverkuilen@gc.cuny.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Jackknifing on Stata
Date   Thu, 19 Feb 2009 14:20:12 -0500

I am not entirely sure what you want to do but you might want to consider jackknifing by a cluster variable. This is usually done in the context of jackknifing by subjects in a repeated measures context, where you throw out all observations within a given subject. But you could make an artificial cluster variable by generating a new variable that has fewer values than the number of subjects and is unrelated to any variable in the study. Then cluster according to that.  

I would be wary doing this actually converges to something meaningful, though---check the literature. Also recall that jackknifing is only appropriate when the statistic in question is continuously dependent on the data.  

JV

-----Original Message-----
From: "Shahrul Mt-Isa" <shahrul_mtisa@hotmail.com>
To: statalist@hsphsun2.harvard.edu
Sent: 2/19/2009 1:25 PM
Subject: st: Jackknifing on Stata

Dear all,

I am trying to do a jackknife on a large dataset. Stata's -jackknife-
command and -,vce(jackknife)- deal with this I understand. However, it is
very time consuming as this assumes straightaway that I want number of
groups A=n number of patients. Is there a way for me to choose A, for
example A=2 instead to make computation less intensive?

Many thanks.

Shahrul
Imperial College

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