Happy to help! Thanks for the comment. ☺️

]]>very fascinating, thank you!

]]>Hi Daniel,

Thanks for the great question. 😊

I think that the bias reduction property of jackknife estimators is interesting. However, I actually think the real value of the jackknife in modern applications is the construction of pseudo-observations and their use in variance estimation.

In the case of regression, I’m not so sure the jackknife with respect to bias would provide many advantages since most coefficient estimators are unbiased.

**However, for estimands without regression frameworks, pseudo-observations can be treated as the response in a GLM to adjust for covariates and estimate treatment effects! **

This paper provides some cool examples of the application of pseudo-observations in survival analysis:

Andersen, P. K., & Pohar Perme, M. (2009). Pseudo-observations in survival analysis. Statistical Methods in Medical Research, 19(1), 71–99. doi:10.1177/0962280209105020

I’m hoping to follow-up this blog post with another discussing some applications of pseudo-observations… eventually…

Cheers,

Emma