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Biometrika 1992 79(3):654-657; doi:10.1093/biomet/79.3.654
© 1992 by Biometrika Trust
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MISCELLANEA

Jackknife variance estimators in linear models

SHYAMAL DAS PEDDADA1 and GIRISH PATWARDHAN2

1Division of Statistics, Department of Mathematics, University of Virginia Charlottesville, VA 22903, U.S.A.
2Strategic Marketing Corporation, Bala Cynwyd Pennsylvania 19004, U.S.A.

An alternative to the weighted jackknife variance estimator of Wu (1986) is introduced. Motivated by the comments of Efron (1986), Ghosh (1986) and Tibshirani (1986), the performance of Wu's estimator is compared with the proposed estimator in terms of the average loss in some linear models. Some asymptotic properties of the proposed estimator are discussed.

Key Words: Jackknife • Mean squared error • minque • Unbiasedness


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