Re: st: Jackknifing on Stata

[Richard Goldstein <richgold@ix.netcom.com>]

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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