View Full Version : jackknife


Mobushir riaz Khan
12-05-2008, 07:09 PM
HI all, can some body pls let me know how can i do a jackknife regression. Actually i have done stepwise regression analysis and now i have to apply a jackknife method inorder to see if my regression analysis was robust or not. Further is it possible to do in SPSS....THANKS

Dragan
12-06-2008, 03:56 AM
HI all, can some body pls let me know how can i do a jackknife regression. Actually i have done stepwise regression analysis and now i have to apply a jackknife method inorder to see if my regression analysis was robust or not. Further is it possible to do in SPSS....THANKS

I would use S-PLUS.

Mobushir riaz Khan
12-06-2008, 06:15 AM
Thanks and if i get correctly in case of jackknife we do the same regression (forexample, stepwise in my case) but the difference is only that we do it with one variable less each time. and then compare the results....

am i right........Regards to all

TheEcologist
12-06-2008, 01:46 PM
Thanks and if i get correctly in case of jackknife we do the same regression (forexample, stepwise in my case) but the difference is only that we do it with one variable less each time. and then compare the results....

am i right........Regards to all

That seems to be the jackknife in a nutshell yes.
Try using the free software R (www.r-project.org).
It should be rather elementry code wise
(here's an example code because I'm such a nice guy :P ):

resamples=10
dataset=data.frame(x=seq(1,100,1),y=rnorm(100,2,5) +seq(1,100,1))
n=dim(dataset)[1]
results=data.frame(a=rep(NA,resamples),
b=rep(NA,resamples))

for(i in 1:resamples)
{
jackknife=dataset[sample(1:n,n-1),]
results[i,]=lm(y~x,data=jackknife)$coef
}

#saved coef for all jackknife regressions
results


PDF:
http://jaqm.ro/issues/volume-2,issue-2/pdfs/sahinler_topuz.pdf

R-code that might help:
http://bm2.genes.nig.ac.jp/RGM2/R_current/library/pls/R/jackknife.R

Mobushir riaz Khan
12-06-2008, 06:30 PM
thanks Ecologist...that seems to solve my problem...i am really obliged will let you know what is outcome...best regards

Khan