{smcl}
{com}{sf}{ul off}{txt}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}Z:\PUBLIC_web\Stataworkshops\Postfiles\jackknife_postfile.smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res}21 Nov 2014, 10:11:30

{com}. do "Z:\PUBLIC_web\Stataworkshops\Postfiles\jackknife postfile.do"
{txt}
{com}. /*
> # Markdoc demo
> Use the automobile data set.  Demonstrate the **jackknife** command.
> */
. sysuse auto
{txt}(1978 Automobile Data)

{com}. 
. regress price mpg weight foreign

      {txt}Source {c |}       SS       df       MS              Number of obs ={res}      74
{txt}{hline 13}{char +}{hline 30}           F(  3,    70) ={res}   23.29
    {txt}   Model {char |} {res}  317252881     3   105750960           {txt}Prob > F      = {res} 0.0000
    {txt}Residual {char |} {res}  317812515    70  4540178.78           {txt}R-squared     = {res} 0.4996
{txt}{hline 13}{char +}{hline 30}           Adj R-squared = {res} 0.4781
    {txt}   Total {char |} {res}  635065396    73  8699525.97           {txt}Root MSE      = {res} 2130.8

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}       price{col 14}{c |}      Coef.{col 26}   Std. Err.{col 38}      t{col 46}   P>|t|{col 54}     [95% Con{col 67}f. Interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 9}mpg {c |}{col 14}{res}{space 2}  21.8536{col 26}{space 2} 74.22114{col 37}{space 1}    0.29{col 46}{space 3}0.769{col 54}{space 4}-126.1758{col 67}{space 3}  169.883
{txt}{space 6}weight {c |}{col 14}{res}{space 2} 3.464706{col 26}{space 2}  .630749{col 37}{space 1}    5.49{col 46}{space 3}0.000{col 54}{space 4} 2.206717{col 67}{space 3} 4.722695
{txt}{space 5}foreign {c |}{col 14}{res}{space 2}  3673.06{col 26}{space 2} 683.9783{col 37}{space 1}    5.37{col 46}{space 3}0.000{col 54}{space 4} 2308.909{col 67}{space 3} 5037.212
{txt}{space 7}_cons {c |}{col 14}{res}{space 2}-5853.696{col 26}{space 2} 3376.987{col 37}{space 1}   -1.73{col 46}{space 3}0.087{col 54}{space 4}-12588.88{col 67}{space 3} 881.4934
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. jackknife coef=_b[mpg]: regress price mpg weight foreign
{txt}(running regress on estimation sample)

Jackknife replications ({res}74{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
..................................................    50
........................
{res}
{txt}Linear regression{col 49}Number of obs{col 68}= {res}       74
{txt}{col 49}Replications{col 68}= {res}       74
{p2colset 7 17 21 2}{...}

{txt}{p2col :command:}regress price mpg weight foreign{p_end}
{p2colset 10 17 21 2}{...}
{p2col :coef:}{res:_b[mpg]}{p_end}
          n():  {res}e(N)

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}   Jackknife
{col 14}{c |}      Coef.{col 26}   Std. Err.{col 38}      t{col 46}   P>|t|{col 54}     [95% Con{col 67}f. Interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}coef {c |}{col 14}{res}{space 2}  21.8536{col 26}{space 2} 87.57669{col 37}{space 1}    0.25{col 46}{space 3}0.804{col 54}{space 4}-152.6865{col 67}{space 3} 196.3937
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}

{com}. /*
> Produce the same results using **postfile**.
> */
. postfile coeffs b se using "coeffs.dta", replace
{txt}(note: file coeffs.dta not found)

{com}. 
. forvalues i = 1/74 {c -(}
{txt}  2{com}.         quietly regress price mpg weight foreign if _n~=`i'
{txt}  3{com}.         local b _b[mpg]
{txt}  4{com}.         local se _se[mpg]
{txt}  5{com}.         post coeffs (`b') (`se')
{txt}  6{com}.         {c )-}
{txt}
{com}.         
. postclose coeffs
{txt}
{com}. 
. use "coeffs.dta", clear
{txt}
{com}. summarize b se

{txt}    Variable {c |}       Obs        Mean    Std. Dev.       Min        Max
{hline 13}{c +}{hline 56}
{space 11}b {c |}{res}        74    21.87022    10.32004  -45.60361    44.3121
{txt}{space 10}se {c |}{res}        74    74.78354    1.872273   69.52323   87.14951
{txt}
{com}. ci se

{txt}    Variable {c |}        Obs        Mean    Std. Err.       [95% Conf. Interval]
{hline 13}{c +}{hline 63}
          se {c |}{col 16}{res}        74{col 29} 74.78354{col 41} .2176474{col 57} 74.34977{col 69} 75.21732{txt}

{com}. 
{txt}end of do-file

{com}. log close
      {txt}name:  {res}<unnamed>
       {txt}log:  {res}Z:\PUBLIC_web\Stataworkshops\Postfiles\jackknife_postfile.smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res}21 Nov 2014, 10:12:36
{txt}{.-}
{smcl}
{txt}{sf}{ul off}