Question: A two-step estimator such as (12.49) is b Pni 1 cWicW0 i 1 Pni 1 cWiYi where cWi bA 0Zi and bA

A two-step estimator such as (12.49) is b¯ Æ

¡Pni

Æ1 cWicW0 i

¢¡1 ¡Pni

Æ1 cWiYi

¢

where cWi Æ bA 0Zi and bA Æ

¡

Z0Z

¢¡1 Z0X . Describe how to construct the jackknife estimator of variance of b¯.

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