A caveat concerning the application of the jack-knife to designed data

The jack-knife is a resampling method that is increasingly used for assessing the uncertainty in regression coefficient estimates, even when the predictor variables ( X) are designed. Application of the jack-knife to designed data, however, violates a basic assumption underlying all resampling metho...

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Veröffentlicht in:Analytica chimica acta 2007-11, Vol.603 (2), p.155-158
1. Verfasser: Faber, Nicolaas (Klaas) M.
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description The jack-knife is a resampling method that is increasingly used for assessing the uncertainty in regression coefficient estimates, even when the predictor variables ( X) are designed. Application of the jack-knife to designed data, however, violates a basic assumption underlying all resampling methods, namely that the resampled units should constitute a random sample from some distribution; the idea is to ‘resample the sample.’ This paper advances the view that the jack-knife should not be applied to estimate the uncertainty in regression coefficient estimates obtained from designed data, since a sound alternative is available. A literature data set is re-analyzed to lend support to this view.
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source ScienceDirect Journals (5 years ago - present)
subjects Analytical chemistry
Chemistry
Design
Exact sciences and technology
General, instrumentation
Jack-knife
Regression coefficient
Resampling
Uncertainty estimate
title A caveat concerning the application of the jack-knife to designed data
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