st: Re: Running a regression for a subset of observations issue

[Kit Baum <baum@bc.edu>]

You are describing the jackknife estimator, which is implemented as a  
prefix in Stata.  help jackknife


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Jul 7, 2007, at 2:33 AM,Nuno wrote:


> Does anyone know if Stata is able to cyclically run n regressions  
> on a n
> observations sample, but at each ith cycle the ith observation is  
> excluded
> from the sample that will be used in the estimation?
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