st: Re: jackknifing and loop question [was: <meaningless title>]

[Nick Cox <njcoxstata@gmail.com>]

You have to think about a loop. The analogy with jackknifing here is  
far too tenuous to be pertinent to your programming.

But before you think about a loop, have you done the combinatorics  
here? For 10 provinces, I count about 1000 regressions, and naturally  
they are highly dependent.

Nick


On 12 Mar 2013, at 15:36, "Von Fintel, Dieter <dieter2@sun.ac.za>" <dieter2@sun.ac.za 
> wrote:
> 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.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/