As of Version 7.0, JackknifedVariance has been renamed to "SingleDeletionVariances" and has become a property of LinearModelFit.
- To use JackknifedVariance, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
- JackknifedVariance gives a list of variance estimates with the data elements removed.
- The i element in the list is the variance estimate with i element of the data set omitted.