Jackknife

[Nina Matas]

Hello everyone,

I have a question about comparing linear regression model and jackknife method. I estimated the parameters of the linear regression model, calculated standard errors and confidence intervals. Then I applied the jackknife method and calculated standard errors and confidence intervals. I am interested in how I can compare the obtained results, i.e. what can I conclude about the linear regression model based on the results of the jackknife method?

Thank you in advance.

[Joro Kolev]

The jackknife is a method that applies only to the estimated variances. So you can see how your variances and standard errors compare across the two exercises.