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RE: st: Jackknifing on Stata


From   "Shahrul Mt-Isa" <shahrul_mtisa@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Jackknifing on Stata
Date   Fri, 20 Feb 2009 11:35:12 -0000

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.

Shahrul

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

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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