Depends on location. The south is where all the bad things happen like child abductions and crazy car accidents, so I probably would not, but in the north where there's less people and less violence or problems, sure. I was probably like 8 and I could pretty much leave the house alone, just had to ask permission.
About the only thing to worry about here is bears, and that's not really a big deal compared to down south where there are shootings and stabbings all the time.
Though back when I was a kid there was way less violence too. Even here there are stabbings every now and then. It's gotten pretty scary.