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Re: st: parametric vs. nonparametric estimators


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: parametric vs. nonparametric estimators
Date   Wed, 16 Jun 2004 08:32:14 -0400

I'm a little confused about what you mean by a parameter estimated
via non-parametric methods; to me, non-parametric means that no
parameter is estimated (yes, I distinguish between non-parametric
and "distribution free"); could you supply a little detail regarding
what estimators you are actually using?

Rich Goldstein

Thomas Mählmann 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?

Any suggestions?


Thanks very much in advance

Thomas

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