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    Jackknife




    I tried to find a specific example of an application of the 'jackknife' command on google, but didn't find any so far. Someone has one?

    For example, I applied "jackknife r(mean): summarize OG" in Stata to the variable "OG" and got a p-value of 0.008.

    What does that say? Something like "the mean is biased in this sample"?

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    try this page: http://statlink.tripod.com and go to computational statistics and simulation. You may find something there.

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    Yes, there are some useful documents there. Thanks.

    For Jackknifing, I found the following:
    http://userwww.sfsu.edu/~efc/classes...oots/boots.htm

    It seems that the "jackknife _b _se, eclass: reg Y X1 X2" command gives better estimates of beta1 and beta2 when the distribution is biased.

    If you can see from the Stata output whether there indeed seems to be a bias, is not clear to me.

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