Thus, "G" can be expressed as a function of the weighted least squares estimate of the constant "A" and that this can be used to speed up the calculation of the jackknife estimate for the standard error. Economist David Giles argued that the standard error of the estimate of "A" can be used to derive that of the estimate of "G" directly without using a jackknife at all. This method only requires the use of ordinary least squares regression after ordering the sample data. The results compare favorably with the estimates from the jackknife with agreement improving with increasing sample size.