## Compute Jackknife Coefficient Estimates in SAS

In certain scenarios, we want to estimate a model's parameters on the sample for
each observation with itself excluded. This can be achieved by estimating the
model repeatedly on the leave-one-out samples but is very inefficient. If we
estimate the model on the full sample, however, the coefficient estimates will
certainly be biased. Thankfully, we have the Jackknife method to correct for the
bias, which produces the ** Jackknifed** coefficient estimates for each
observation.