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RE: st: Jackknifing on Stata

From   "Nick Cox" <>
To   <>
Subject   RE: st: Jackknifing on Stata
Date   Fri, 20 Feb 2009 11:37:13 -0000

My understanding of jackknifing is that it is virtually _defined_ as
leaving each value 
out in turn and combining all the results to see what that indicates
variability. It may be that you want some other cross-validation
and well and good, but Stata's jackknifing procedures will not I think
provide it. 


Shahrul Mt-Isa

Many thanks for the reply JV. I feel this could work. My understanding
jackknifing is it works from dependent random groups technique. Creating
dummy cluster would be a good way to start. I will double check the
literature to make sure this does yield something meaningful.

From: jverkuilen <>

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

"Shahrul Mt-Isa" <>

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
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?

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