The Jackknife Method

Abstract

In Chapters 2 and 3, we discussed variance estimating techniques based on random groups and balanced half-samples. Both of these methods are members of the class of variance estimators that employ the ideas of subsample replication. Another subsample replication technique, called the jackknife, has also been suggested as a broadly useful method of variance estimation. As in the case of the two previous methods, the jackknife derives estimates of the parameter of interest from each of several subsamples of the parent sample and then estimates the variance of the parent sample estimator from the variability between the subsample estimates.