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JackknifedVariance

JackknifedVariance
is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the list of jackknifed variance estimates.
  • JackknifedVariance gives a list variance estimates with data elements removed.
  • The ith element in the list is the variance estimate with ith element of the data set omitted.
Needs["LinearRegression`"]
Sample data:
In[2]:=
Click for copyable input
JackknifedVariance for a linear regression:
In[3]:=
Click for copyable input
Out[3]=