Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Jackknifing on Stata


From   Richard Goldstein <[email protected]>
To   [email protected]
Subject   Re: st: Jackknifing on Stata
Date   Fri, 20 Feb 2009 08:56:30 -0500

correct -- to the best of my knowledge, Stata only supports delete-1 jackknife

Ric

Nick Cox wrote:
OK. I'm thinking back to the original senses. I don't think that Stata
supports that kind of thing directly. Correct? Nick [email protected]

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Richard
Goldstein
Sent: 20 February 2009 13:43
To: [email protected]
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 [email protected]
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index