To confirm that I understand how STATA computes the delete-1 jackknife standard error, I thought of a toy example to replicate. This has turned out to be more difficult than I thought. Jackknife documentation is seen in page 192 http://www.stata.com/manuals13/svy.pdf
Is the code used
Now to make sure I understand this:
Code:
clear use nhanes2jknife.dta svyset, mse jkrweight(jkw_*) vce(jack) svy, mse: mean age height
Now to make sure I understand this:
- Since probability weights weren't supplied, STATA uses a vector of ones
- For each variable, STATA uses the jackknife replicate weights to calculate estimates of the mean. So there are R estimates of the mean for age and for height, where R is the number of replicate weights
- For the R estimates for the mean age, STATA subtracts the original mean (calculated with the weight of ones) from it because mse is specified.
- For each variable, STATA computes the sum of squares of step 3
- STATA takes the square root of step 4