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st: parametric vs. nonparametric estimators


From   Thomas Mählmann <maehlmann@wiso.uni-koeln.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: parametric vs. nonparametric estimators
Date   Tue, 15 Jun 2004 20:11:25 +0200

Dear Statalisters,

this is rather a general statistic than a Stata related question, but
nevertheless I hope someone can give me some help.

I have estimated a population parameter using both a nonparametric and a
parametric estimator. To my surprise both approaches yield about the same
point estimates, but the parametric estimator has a somewhat lower standard
error.

Do these results imply that the model assumptions underlying the parametric
estimator are correct?

Any suggestions?


Thanks very much in advance

Thomas

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