Nuno--
Your tweak of Thomas's code introduces potential error by using
-summarize- and r(N), which if you had
obs mpg
1 9
2 .
3 7
4 6
would step through obs 1, 2, and 3. It also uses float precision and
is less efficient in terms of memory and speed than Thomas's code. Try
this instead:
clear
sysuse auto
cap drop mpg_excl
foreach newvar in mpg_excl bwei bdisp bturn bcons {
g double `newvar' = .
}
levelsof rep78, local(rvals)
sort rep78
g long i=_n
foreach r of local rvals {
su i if rep78 == `r', meanonly
forv i=`r(min)'/`r(max)' {
cap regress mpg weight displacement turn if rep78==`r' & i!=`i'
cap predict hat
cap replace mpg_excl = hat in `i'
cap drop hat
cap replace bwei=_b[weight] in `i'
cap replace bdisp=_b[disp] in `i'
cap replace bturn=_b[turn] in `i'
cap replace bcons=_b[_cons] in `i'
}
}
l i rep78 mpg_excl b*, noo sepby(rep78)
On 7/7/07, Nuno <[email protected]> wrote:
Thank you everyone for all the suggestions. I was able to tweak Thomas's
code and get the result I pretended (see code below):
As for the use of the jacknife estimator, I'm not sure if it is doing the
correct estimation (or at least what I need). For rep78=3 and just for the
first observation I get:
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
