Jackknife Resampling

Estimate bias and standard error via leave-one-out resampling

Click on the left panel to add data points. The jackknife creates n subsamples by leaving out each observation one at a time.

Statistic

Sample Data

Sample Size: 15 Distribution

Animation

Speed

Results

n = 0

θ̂ = -

θ̂_jack = -

SE_jack = -

Bias = -

SE_analytic = -

Bias (true) = -

Legend

Data points

Left-out point

Full sample statistic

Jackknife estimates

Formulas

                    θ̂_jack = (1/n) Σ θ̂_(i)

                    SE_jack = √[((n-1)/n) Σ(θ̂_(i) - θ̂_jack)²]

                    Bias = (n-1)(θ̂_jack - θ̂)