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Re: st: Jackknifing on Stata


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Jackknifing on Stata
Date   Fri, 20 Feb 2009 08:43:11 -0500

nope -- there is actually lots of literature on using grouped, or delete "d" jackknife

e.g., see, Efron, B. (1982), _The Jackknife, the Bootstrap and other resampling plans_, Philadelphia: SIAM (e.g., p. 7)

Efron, B and Tibshirani, R (1993), _An Introduction to the Bootstrap_, NY: Chapman and Hall (e.g., p149)

Rich

Nick Cox wrote:
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
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