[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: parametric vs. nonparametric estimators
At 19:11 15/06/2004, Thomas wrote:
You do not specify your example a great deal. However, in general, the
answer is no. Sometimes, erroneous assumptions make the standard error
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
Do these results imply that the model assumptions underlying the parametric
estimator are correct?
A textbook example would be the use of the equal-variance t-test when the
smaller of 2 samples is from a much more variable population than the
larger of 2 samples. THe equal-variance t-test assumes that you can
estimate the population variance of the smaller sample using the sample
variance of the larger sample. This will produce unrealistically low
standard errors for the difference between means, if the population
variance of the smaller sample is a lot larger than the population variance
of the larger sample.
I hope this helps.
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Opinions expressed are those of the author, not the institution.
* For searches and help try: