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

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

Thanks for the -tuples- reference, Nick! I think this is exactly what I am looking for. The loop I had written was clearly not doing this, as it has been running for far too long (possibly running other unnecessary regressions).

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: 12 March 2013 22:07
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: jackknifing and loop question [was: <meaningless title>]

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.
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