``````  -------------------------------------------------------------------------------
name:  <unnamed>
log:  Z:\PUBLIC_web\Stataworkshops\Postfiles\jackknife_postfile.smcl
log type:  smcl
opened on:  21 Nov 2014, 10:11:30

1 . do "Z:\PUBLIC_web\Stataworkshops\Postfiles\jackknife postfile.do"
``````

Markdoc demo

Use the automobile data set. Demonstrate the jackknife command.

`````` 2 . sysuse auto
(1978 Automobile Data)

3 . regress price mpg weight foreign

Source |       SS       df       MS              Number of obs =      74
-------------+------------------------------           F(  3,    70) =   23.29
Model |   317252881     3   105750960           Prob > F      =  0.0000
Residual |   317812515    70  4540178.78           R-squared     =  0.4996
Total |   635065396    73  8699525.97           Root MSE      =  2130.8

------------------------------------------------------------------------------
price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg |    21.8536   74.22114     0.29   0.769    -126.1758     169.883
weight |   3.464706    .630749     5.49   0.000     2.206717    4.722695
foreign |    3673.06   683.9783     5.37   0.000     2308.909    5037.212
_cons |  -5853.696   3376.987    -1.73   0.087    -12588.88    881.4934
------------------------------------------------------------------------------

4 . jackknife coef=_b[mpg]: regress price mpg weight foreign
(running regress on estimation sample)

Jackknife replications (74)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5

5 . .................................................    50

6 . .......................

Linear regression                               Number of obs      =        74
Replications       =        74

command:  regress price mpg weight foreign
coef:  _b[mpg]
n():  e(N)

------------------------------------------------------------------------------
|              Jackknife
|      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
coef |    21.8536   87.57669     0.25   0.804    -152.6865    196.3937
------------------------------------------------------------------------------
``````

Produce the same results using postfile.

`````` 7 . postfile coeffs b se using "coeffs.dta", replace

8 . forvalues i = 1/74 {
2.         quietly regress price mpg weight foreign if _n~=`i'
3.         local b _b[mpg]
4.         local se _se[mpg]
5.         post coeffs (`b') (`se')
6.         }

9 . postclose coeffs

10 . use "coeffs.dta", clear

11 . summarize b se

Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
b |        74    21.87022    10.32004  -45.60361    44.3121
se |        74    74.78354    1.872273   69.52323   87.14951

12 . ci se

Variable |        Obs        Mean    Std. Err.       [95% Conf. Interval]
-------------+---------------------------------------------------------------
se |         74    74.78354    .2176474        74.34977    75.21732

end of do-file

13 . log close
name:  <unnamed>
log:  Z:\PUBLIC_web\Stataworkshops\Postfiles\jackknife_postfile.smcl
log type:  smcl
closed on:  21 Nov 2014, 10:12:36
-------------------------------------------------------------------------------
``````