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 M�hlmann 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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