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RE: st: Jackknifing on Stata


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
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
about 
variability. It may be that you want some other cross-validation
procedure, 
and well and good, but Stata's jackknifing procedures will not I think
provide it. 

Nick 
n.j.cox@durham.ac.uk 

Shahrul Mt-Isa

Many thanks for the reply JV. I feel this could work. My understanding
of
jackknifing is it works from dependent random groups technique. Creating
a
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 <jverkuilen@gc.cuny.edu>

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.  

"Shahrul Mt-Isa" <shahrul_mtisa@hotmail.com>

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?


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