@Richard Goldstein: Clusters != delete k jackknife.
Right, which was why I suggested making artificial clusters, in effect tricking -jackknife- into doing delete k for you.
-----Original Message-----
From: "Richard Goldstein" <[email protected]>
To: [email protected]
Sent: 2/20/2009 9:23 AM
Subject: Re: st: Jackknifing on Stata
true, but that is rather different from randomly selecting a group of
observations to be deleted
Steven Samuels wrote:
>
> 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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