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Re: st: Jackknifing on Stata
Jay pointed out earlier in the thread that -jackknife- has a cluster
delete option.
-Steve
On Feb 20, 2009, at 8:56 AM, Richard Goldstein wrote:
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
[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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