Re: st: Jackknifing on Stata

[Steven Samuels <sjhsamuels@earthlink.net>]

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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