I am not entirely sure what you want to do but you might want to consider jackknifing by a cluster variable. This is usually done in the context of jackknifing by subjects in a repeated measures context, where you throw out all observations within a given subject. But you could make an artificial cluster variable by generating a new variable that has fewer values than the number of subjects and is unrelated to any variable in the study. Then cluster according to that.
I would be wary doing this actually converges to something meaningful, though---check the literature. Also recall that jackknifing is only appropriate when the statistic in question is continuously dependent on the data.
JV
-----Original Message-----
From: "Shahrul Mt-Isa" <[email protected]>
To: [email protected]
Sent: 2/19/2009 1:25 PM
Subject: st: Jackknifing on Stata
Dear all,
I am trying to do a jackknife on a large dataset. Stata's -jackknife-
command and -,vce(jackknife)- deal with this I understand. However, it is
very time consuming as this assumes straightaway that I want number of
groups A=n number of patients. Is there a way for me to choose A, for
example A=2 instead to make computation less intensive?
Many thanks.
Shahrul
Imperial College
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
