OK. I'm thinking back to the original senses. I don't think that Stata
supports that kind of thing directly. Correct?
Nick
[email protected]
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Richard
Goldstein
Sent: 20 February 2009 13:43
To: [email protected]
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
> [email protected]
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