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| From | "Von Fintel, Dieter <dieter2@sun.ac.za>" <dieter2@sun.ac.za> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | st: RE: Re: jackknifing and loop question [was: <meaningless title>] |
| Date | Wed, 13 Mar 2013 08:32:13 +0000 |
Thanks for the -tuples- reference, Nick! I think this is exactly what I am looking for. The loop I had written was clearly not doing this, as it has been running for far too long (possibly running other unnecessary regressions). -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox Sent: 12 March 2013 22:07 To: statalist@hsphsun2.harvard.edu Subject: st: Re: jackknifing and loop question [was: <meaningless title>] I was guessing at 10 provinces. Dieter is from South Africa, and I just checked. It may well be the 9 provinces of South Africa he is thinking of. Each province is either in or out of the equation, so that is 2^9 = 512 possible equations. It is doable, but they are not independent! -tuples- (SSC) might help. Nick On Tue, Mar 12, 2013 at 4:00 PM, Nick Cox <njcoxstata@gmail.com> wrote: > You have to think about a loop. The analogy with jackknifing here is > far too tenuous to be pertinent to your programming. > > But before you think about a loop, have you done the combinatorics > here? For > 10 provinces, I count about 1000 regressions, and naturally they are > highly dependent. > > Nick > > > On 12 Mar 2013, at 15:36, "Von Fintel, Dieter <dieter2@sun.ac.za>" > <dieter2@sun.ac.za> wrote: >> >> >> I have a question about delete k jackknife estimation. However, I >> would like to delete k groups at a time, rather than k observations. >> >> Basically I want to run a regression of the type: >> >> reg y i.province othercontrols >> >> I then want to leave out all combinations of 1 province (with a >> dataset saving coefficients). >> Then I want to leave out all combinations of 2 provinces, all >> combinations of 3 provinces, etc >> >> Up to this point, all that I see would be possible is all >> combinations of deleting 1 observation at a time, or deleting 1 >> cluster at a time. I could define province as my cluster, but this >> will still only leave out one at a time. Other than writing a loop, >> is there any way that you know of how I could use the jackknife command to achieve this. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/ ________________________________ E-pos vrywaringsklousule Hierdie e-pos mag vertroulike inligting bevat en mag regtens geprivilegeerd wees en is slegs bedoel vir die persoon aan wie dit geadresseer is. Indien u nie die bedoelde ontvanger is nie, word u hiermee in kennis gestel dat u hierdie dokument geensins mag gebruik, versprei of kopieer nie. Stel ook asseblief die sender onmiddellik per telefoon in kennis en vee die e-pos uit. Die Universiteit aanvaar nie aanspreeklikheid vir enige skade, verlies of uitgawe wat voortspruit uit hierdie e-pos en/of die oopmaak van enige lêers aangeheg by hierdie e-pos nie. E-mail disclaimer This e-mail may contain confidential information and may be legally privileged and is intended only for the person to whom it is addressed. If you are not the intended recipient, you are notified that you may not use, distribute or copy this document in any manner whatsoever. Kindly also notify the sender immediately by telephone, and delete the e-mail. The University does not accept ! liability for any damage, loss or expense arising from this e-mail and/or accessing any files attached to this e-mail. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/