Jackknife estimator explained: Leave-one-out technique (Excel)
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- Опубликовано: 14 окт 2023
- Jackknife estimator is a very intuitive and appealing technique for parameter calculation based on resampling. Today we are discussing the concept behind the jackknife procedure and its Excel implementation based on a simple example.
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Thanks, really useful.
Thanks mate
Excellent tutorial, thnx! Can it please be continued?
Thank you so much! Video suggestion: Bayesian regression
Dear Safa, can you extend this example to the case of multiple regression? I am estimating factor risk exposures for a portfolio of asst through multiple regression and my gues is that in many cases ols estimators give strange result, so I would be happy to double check them through Jackfire. Thank you!