Jackknife Estimation
See Efron and Tibshirani (1993) for details on this function.
jackknife(x, theta, ...)
x |
a vector containing the data. To jackknife more complex data structures (e.g. bivariate data) see the last example below. |
theta |
function to be jackknifed. Takes |
... |
any additional arguments to be passed to |
list with the following components
jack.se |
The jackknife estimate of standard error of |
jack.bias |
The jackknife estimate of bias of |
jack.values |
The n leave-one-out values of |
call |
The deparsed call |
Efron, B. and Tibshirani, R. (1986). The Bootstrap Method for standard errors, confidence intervals, and other measures of statistical accuracy. Statistical Science, Vol 1., No. 1, pp 1-35.
Efron, B. and Tibshirani, R. (1993) An Introduction to the Bootstrap. Chapman and Hall, New York, London.
# jackknife values for the sample mean
# (this is for illustration; # since "mean" is a
# built in function, jackknife(x,mean) would be simpler!)
x <- rnorm(20)
theta <- function(x){mean(x)}
results <- jackknife(x,theta)
# To jackknife functions of more complex data structures,
# write theta so that its argument x
# is the set of observation numbers
# and simply pass as data to jackknife the vector 1,2,..n.
# For example, to jackknife
# the correlation coefficient from a set of 15 data pairs:
xdata <- matrix(rnorm(30),ncol=2)
n <- 15
theta <- function(x,xdata){ cor(xdata[x,1],xdata[x,2]) }
results <- jackknife(1:n,theta,xdata)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.