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From |
Thomas Mählmann <maehlmann@wiso.uni-koeln.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
AW: st: parametric vs. nonparametric estimators |

Date |
Wed, 16 Jun 2004 09:43:25 +0200 |

Dear Roger, to be more concrete, I have a data set with a binary variable (1=disease) and I want the estimate the disease probability for different subsets of the population (e.g. age, sex etc.). My nonparametric estimator is simply the disease proportion and the parametric estimate is based on logistic regression. Standard errors are estimated via bootstap. Thomas -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]Im Auftrag von Roger Newson Gesendet: Dienstag, 15. Juni 2004 21:18 An: statalist@hsphsun2.harvard.edu Betreff: Re: st: parametric vs. nonparametric estimators At 19:11 15/06/2004, Thomas wrote: >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? You do not specify your example a great deal. However, in general, the answer is no. Sometimes, erroneous assumptions make the standard error unrealistically low. 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. Best wishes Roger -- Roger Newson Lecturer in Medical Statistics Department of Public Health Sciences King's College London 5th Floor, Capital House 42 Weston Street London SE1 3QD United Kingdom 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 Email: roger.newson@kcl.ac.uk Website: http://www.kcl-phs.org.uk/rogernewson Opinions expressed are those of the author, not the institution. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: parametric vs. nonparametric estimators***From:*Roger Newson <roger.newson@kcl.ac.uk>

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