Fast leave-one-out methods for inference, model selection, and diagnostic checking

In this article, we describe jackknife2, a new prefix command for jackknifing linear estimators. It takes full advantage of the available leave-one-out formula, thereby allowing for substantial reduction in computing time. Of special note is that jackknife2 allows the user to compute cross-validation and diagnostic measures that are currently not available after ivregress 2sls, xtreg, and xtivregress.

• Publication year

  2020

• Venue

  The Stata Journal

• Publication date

  2020-12-01

• Fields of study

  Not labeled

• Identifiers
  DOI 10.1177/1536867X20976312
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

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• No concepts are published for this paper.

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