This macro is a simple example of using jackknife techniques to obtain the MSEs and coefficients from regression. For each iteration, a row of data is excluded, a regression analysis is performed on this reduced set of data, the MSE and coefficients are stored. The process is repeated for each row of data. All of the MSEs and coefficients for each iteration are displayed in a table in the Session window.
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Your predictors must be in consecutive columns like c1 - c3 or c9 - c25 for the macro to run properly.
Suppose your response data is in C1, and your predictors are in C2 - C5 .
%regjack C1 C2 - C5
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