st: Thread-Index: AQHOHzdbv530RU+JA0243BmiFl+spQ==

["Von Fintel, Dieter <dieter2@sun.ac.za>" <dieter2@sun.ac.za>]

Good day

I have a question about delete k jackknife estimation. However, I would like to delete k groups at a time, rather than k observations.

Basically I want to run a regression of the type:

reg y  i.province othercontrols

I then want to leave out all combinations of 1 province (with a dataset saving coefficients).
Then I want to leave out all combinations of 2 provinces, all combinations of 3 provinces, etc

Up to this point,  all that I see would be possible is all combinations of deleting 1 observation at a time, or deleting 1 cluster at a time. I could define province as my cluster, but this will still only leave out one at a time. Other than writing a loop, is there any way that you know of how I could use the jackknife command to achieve this.

Best wishes
Dieter von Fintel



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