Estimating uncertainty and bias by leaving out one observation at a time.Jackknife resampling is a statistical technique for estimating the bias and variance of an estimator without making strong assumptions about the underlying distribution. The idea is simple: repeatedly recompute the estimator while leaving out one observation at a time. By comparing these 'leave-one-out' estimates to the full estimate, you can quantify how much each observation influences the result and get a measure of uncertainty.
The jackknife was introduced by Maurice Quenouille in 1949 and further developed by John Tukey in the 1950s, who gave it its name—a reference to the multi-purpose tool, as the method is versatile and simple.
Given a dataset of n observations, you compute the statistic of interest (e.g., the mean, median, or a regression coefficient) n times, each time omitting a different single observation. This yields n 'jackknife' estimates. The average of these estimates, compared to the full-data estimate, gives an estimate of bias. The variance of the jackknife estimates, scaled by (n−1)/n, provides an estimate of the standard error. The method is computationally cheap and works well for smooth statistics, though it can be less reliable for non-smooth ones like the median.
Used in ecology (estimating species diversity indices), economics (estimating regression coefficients), and machine learning (evaluating model stability), especially when analytical formulas for standard errors are unavailable.
The jackknife is a special case of the bootstrap, but it is deterministic—unlike the bootstrap, which uses random resampling, the jackknife always gives the same result for a given dataset.










