# 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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### What is the best way to estimate an error on stacked data?

I have 400 pixel maps (which are different realisations of the same underlying system) which, individually, don't show much. If I stack them, however, I get a statistical signal; the maps tend to have ...
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### Jackknife: expansion of expected value

I am reading chapter 10 Jackknife from the book "Essential Statistical Inference" (Boos and Stefanski). One page 386, I am curious how equation 10.2 is derived. I know this equation is ...
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### Comparison of the jacknife vs the bootstrap

I am interested in understanding the relative pros and cons of bootstrap versus jacknife resampling. Both are used in iterative algorithmic approaches to estimating the precision of a prediction or ...
1answer
237 views

### Tests for comparing correlation values. The winner is?

The question is relatively simple, but trivial. I have data divided by one fixed effect (Emotion, with 2 conditions: A and B), and I have a covariate, for each of my 20 subjects. My aim is to 1) ...
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280 views

### How can bootstrap be used to establish confidence intervals for Theil regression parameters?

In References for methods for calculating the confidence interval for Theil-Sen Estimator, we note that Wilcox (1998, 2009?) proposed the use of bootstrap as a method for finding confidence intervals ...
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472 views

### Is the Jackknife estimation better than Maximum Likelihood Estimator?

I'm trying to estimate distribution parameters with Maximum Likelihood Estimator (MLE) and Jackknife estimator based on it. The estimation statistic is mean. Jackknife estimator is considered to be ...
2answers
933 views

### Statistical analysis of random variable with finite mean and infinite variance

Given a measurement that (we know from theory) has a finite expected value, but infinite variance, is it possible to have some statistical information? Can I get the significance of such data? Can ...
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### What sample size is necessary to jackknife estimate variance of large dataset?

So I'm working on a project and I wrote a java library that I can use to perform feature ranking and Naive Bayes classification on data sets. I wrote and tested the library on small data sets so I ...
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### Resampling to subset (jackknife) or bootstrap for survival analysis

This is a question regarding survival analysis and bootstrap: Suppose I have a time-to-event dataset with 1000 subjects, and based on this dataset I can obtain some measures or plots (not standard, o....
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### Why is backward elimination justified when doing multiple regression?

Does it not result in over-fitting? Would my results be more reliable if I added a jack-knife or bootstrap procedure as a part of the analysis?
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### Jackknife vs. LOOCV

Is there really any difference between the jackknife and leave one out cross validation? The procedure seems identical am I missing something?
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### jackknifing blocks (*not* time series)

I have the following problem. There are 50 subjects. Each subject does a block of 100 trials. At the end I want to compute a complicated statistic s() on the data x. Now I want to be able to compute ...
2answers
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### How to program the deleted d-jack-knife

I have a dataset containing 45 observations. I want to sample times from this dataset, but with sample size equal to 35 each time. So each time I want to delete 10 datapoints from the original dataset....
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### Are there any contemporary uses of jackknifing?

The question: Bootstrapping is superior to jackknifing; however, I am wondering if there are instances where jackknifing is the only or at least a viable option for characterizing uncertainty from ...
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### Bootstrap Confidence Intervals for Weir & Cockerham's Fst

I'm working on calculating bootstrap confidence intervals for Weir & Cokerham's Fst. I want to use the percentile-t method as described in this paper. I'm calculating the $F_{st}$ value between ...
2answers
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### Resampling / simulation methods: monte carlo, bootstrapping, jackknifing, cross-validation, randomization tests, and permutation tests

I am trying to understand difference between different resampling methods (Monte Carlo simulation, parametric bootstrapping, non-parametric bootstrapping, jackknifing, cross-validation, randomization ...
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### Analysis of a complex sample with replicate weights: error when using survey package

I have a data base from a stratified multi-stage survey. Due to confidentiality reasons, they do not gave me the strata neither the psu, ssu… variables. Instead they gave me the: “Final weights” ...
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638 views

### The Bayesian approach to computing estimator bias and variance

From what I understand, jackknife and bootstrapping are frequentist methods for computing statistics (bias, variance, etc.) of an estimator. Given a sample of my data and an estimator, and assuming ...
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541 views

### Comparing Gini coefficients: Variance estimation etc. needed?

In a project on software measurement, we plan to use aggregating statistics (e.g., Gini) to describe the concentration of certain observed program attributes (size) among program units (e.g., modules, ...
2answers
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### How to derive jackknife bias for variance and mean

I am having a hard time to understand how one derives the jackknife bias for the variance and mean. 1) Why do we need an inflation factor of $(n-1)$ when calculating the jackknife bias of the mean? ...
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### Bootstrap or jack-knife for crossvalidation of predictive model?

Is a bootstrap or jack-knife method better for crossvalidation of a multivariate logistic regression based predictive model?
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### Can we use cross-validation to measure how well a distribution fits sample data?

Let's say I have a data set $X = [1,2,3,4,5]$. And I want to measure how close it is to a Gaussian distribution. Is there a way to use cross-validation to do this? For example, if I do leave-one-...
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### Details regarding the delete-a-group jackknife

I was reading a paper by Phillip S. Kott on DAGJK: The delete-a-group jackknife. Journal of Official Statistics, 17 (4):521-526. (full text is freely available) I don't have much of a survey/...
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### Bootstrap vs. jackknife

Both bootstrap and jackknife methods can be used to estimate bias and standard error of an estimate and mechanisms of both resampling methods are not huge different: sampling with replacement vs. ...