# Questions tagged [jackknife]

The jackknife is one of several resampling methods (see also bootstrap). In the jackknife, one (or sometimes more) points from the data are deleted in each resample.

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### Calculating Mean Min Error and Mean Mean Error (with Confidence) in a Set of Samples using Bootstrap/Jackknife

The question I am trying to solve is this: If I take $n$ random samples from a parameter space, what are the means and confidence intervals of the mean and min error? I want to calculate this for ...
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### How to compute confidence intervals from *weighted* samples?

Imagine we have a webserver, which serves a total of N static URLS. There are users visiting the URLs every day. At the end of each day, we have data like this: ...
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### Deming regression prediction interval using jackknife resampling

I am trying to write a custom Deming function following the maths in Linnet (1993): https://www.ncbi.nlm.nih.gov/pubmed/2281234 Using jackknife resampling I calculate the standard error for the ...
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### Can one construct “original” data from a function of jackknifed data?

Say I have original, uncorrelated data, $x_i$, with $i = 1,2 \ldots N$. I can jackknife this data set (a simple delete-one) $$\bar{x}_{i} = \frac{1}{N-1}\sum_{j \neq i}x_{j} \quad\quad (1)$$ to ...
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### How to estimate the confidence interval of the difference of means?

I have two sets of measurements (repeated measurements of two processes, let's call them $X=\{X_i\}_{0...n}$ and $Y=\{Y_i\}_{0...m}$), and I would like to estimate (with confidence interval) the ...
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### How can I calculate $\mu_x/\mu_y$ using Jackknife?

I have difficulties in calculating confidence interval using Jackknife. Suppose that I have two independent samples and I do not know both their population distributions. I understand how to ...
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### Why are jackknife pseudovalues treated as independent?

Treating jackknife pseudovalues as IID variables is ubiquitous among the sources I've come across. However, I never see an attempt to justify it beyond citing a "proposal" by Tukey's 1958 paper, which ...
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### What kind of data should be used to demonstrate jack-knife usability?

I tried to use jack-knife method to get the estimation of parameters of the model of the time series. The problem is, that if I use the least squares method, the parameters of a model are always the ...
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### testing for differences using jackknife distributions

I have two distributions relative to two experimental conditions. I compute a certain index (i.e. coherence) describing each distribution. I want to see if there is a significant difference ...
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### jackknife replicate weights for survey data

I am confused about utilizing the jackknife replicate weights for computing the variance. From the second equation on page 192 of STATA's documentation (http://www.stata.com/manuals13/svy.pdf), the ...
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### Estimating the total with jackknife

At a homework assignment, we are supposed to estimate the total in a population using a Horvitz Thompson estimator, and then estimate the variance using the jackknife technique. As a first step, I ...
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### Jackknife and matrix diagonalization

Suppose I have $M$ matrices $n\times n$ of the form: \begin{equation} C^{k} = \begin{bmatrix} x^{k}_{11} & x^{k}_{12} & x^{k}_{13} & \dots & x^{k}_{1n} \\ x^{k}_{21} ...
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### What is a good introductory text on resampling methods?

I have found a few decent ones about specific resampling applications such as bootstrapped confidence intervals, but nothing broader. A journal article or book chapter would be preferable to an entire ...
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