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The Stata Journal
Volume 20 Number 4: pp. 785-804

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Fast leave-one-out methods for inference, model selection, and diagnostic checking

Federico Belotti
Department of Economics and Finance
University of Rome Tor Vergata
Rome, Italy
[email protected]
 Franco Peracchi
Department of Economics and Finance
University of Rome Tor Vergata
Rome, Italy
[email protected]
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View all articles with these keywords: jackknife2, jackknife, heteroskedasticity-consistent standard errors, cross-validation, diagnostic checking, predictive residuals

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