Re: st: Jackknifing on Stata

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

correct -- to the best of my knowledge, Stata only supports delete-1 
jackknife

Ric

Nick Cox wrote:
> OK. I'm thinking back to the original senses. I don't think that Stata
> supports that kind of thing directly. Correct? 
>
> Nick 
> n.j.cox@durham.ac.uk 
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard
> Goldstein
> Sent: 20 February 2009 13:43
> To: statalist@hsphsun2.harvard.edu
> 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 
> > n.j.cox@durham.ac.uk 
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