Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Nick Cox <njcoxstata@gmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: Re: jackknifing and loop question [was: <meaningless title>] |
Date | Tue, 12 Mar 2013 20:06:49 +0000 |
I was guessing at 10 provinces. Dieter is from South Africa, and I just checked. It may well be the 9 provinces of South Africa he is thinking of. Each province is either in or out of the equation, so that is 2^9 = 512 possible equations. It is doable, but they are not independent! -tuples- (SSC) might help. Nick On Tue, Mar 12, 2013 at 4:00 PM, Nick Cox <njcoxstata@gmail.com> wrote: > 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/