Summary: In Neil Salkind (Ed.), Encyclopedia of Research Design.
Thousand Oaks, CA: Sage. 2010
Herv´e Abdi Lynne J. Williams
The jackknife or "leave one out" procedure is a cross-validation technique first
developed by Quenouille to estimate the bias of an estimator. John Tukey then
expanded the use of the jackknife to include variance estimation and tailored the
name of jackknife because like a jackknife--a pocket knife akin to a Swiss army
knife and typically used by boy scouts--this technique can be used as a "quick and
dirty" replacement tool for a lot of more sophisticated and specific tools. Curiously,
despite its remarkable influence on the statistical community, the seminal work of
Tukey is available only from an abstract (which does not even mention the name
of jackknife) and from an almost impossible to find unpublished note (although
some of this note found its way into Tukey's complete work).
The jackknife estimation of a parameter is an iterative process. First the param-
eter is estimated from the whole sample. Then each element is, in turn, dropped
from the sample and the parameter of interest is estimated from this smaller sam-
ple. This estimation is called a partial estimate (or also a jackknife replication).
A pseudo-value is then computed as the difference between the whole sample es-