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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 13:46:43 -0000

OK. I'm thinking back to the original senses. I don't think that Stata
supports that kind of thing directly. Correct? 

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


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard
Goldstein
Sent: 20 February 2009 13:43
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Jackknifing on Stata

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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