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RE: st: Jackknifing on Stata

From   "Nick Cox" <>
To   <>
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? 


-----Original Message-----
[] On Behalf Of Richard
Sent: 20 February 2009 13:43
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)


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 
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