Closer yet…
jackknife, cl(country) noi: regress y x1 x2 x3, robust
Now, I need to figure out how to save each result so that I can calculated predicted values. I think it’s the save option. Whoopee!
[Update: jackknife _b _se, saving (testresults, replace) cl(cntyid) noi: regress y x1 x2 x3, robust]
[I’m a big time dork.]