Scripts - JackknifeSE
JackknifeSE command
JackknifeSE(procedure,tablename).
This procedure creates a table containing the jackknife estimates of bias and standard error.
The following statistical procedures are enabled for the JackknifeSE command (more will follow in coming MedCalc updates):
- MEANS
- CORRELATION, RANKCORRELATION, PARTIALCORRELATION, REGRESSION
- ONESAMPLETTEST, TTESTPAIRED
- SIGNEDRANKSUMTEST, WILCOXON
- RELATIVERISK, MCNEMAR
- BLANDALTMAN, PASSINGBABLOK, DEMING
- CVFROMDUPLICATES
- CONCORDANCE, KAPPA
Notes
- During execution, subgroups are ignored.
- During execution, bootstrap procedures in the statistical procedure itself are disabled.
- When logarithmic transformation (or Box-Cox transformation) is applied, the reported results are not back-transformed to their original scale.
Example
The following example calculates the Jackknife Standard Error for a correlation.
The example is based on a SAS help page.
// Jackknife Standard Error estimation // example based on // https://blogs.sas.com/content/iml/2017/06/21/jackknife-estimate-standard-error-sas.html <data> lsat gpa 653 3.12 576 3.39 635 3.30 661 3.43 605 3.13 578 3.03 572 2.88 545 2.76 651 3.36 555 3.00 580 3.07 594 2.96 666 3.44 558 2.81 575 2.74 </data> $variablex="lsat"; $variabley="gpa"; JackknifeSE(correlation,res); ?res;
The results table is:
Statistic | Estimate | Mean Jackknife estimate | Bias | Jackknife SE |
Sample size | 15 | |||
Correlation coefficient r | 0.776374491 | 0.77591209 | -0.006473623 | 0.14251861 |