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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 09:23:08 -0500

true, but that is rather different from randomly selecting a group of observations to be deleted

Steven Samuels wrote:

Jay pointed out earlier in the thread that -jackknife- has a cluster delete option.

-Steve

On Feb 20, 2009, at 8:56 AM, Richard Goldstein wrote:

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 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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