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RE: st: Standard error of the estimate for svy: reg


From   "Richard Forshee" <rforshee@umd.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Standard error of the estimate for svy: reg
Date   Wed, 22 Aug 2007 10:16:32 -0400

Lost line

Steven, this measure is also called the root mean squared error (which is
reported in the -reg- command but not in the -svy: reg- command), and it
measures the average deviation of a predicted value from the actual observed
value in the sample.

--Rich

Richard A. Forshee, Ph.D.
Deputy Director & Director of Research
Center for Food, Nutrition, and Agriculture Policy
University of Maryland--College Park
1122 Patapsco Building
College Park, MD  20742-6726

Phone:  301-405-8222
Fax:      301-405-7979
E-mail:  rforshee@umd.edu

Click here for Google Map Directions to the CFNAP Offices

 


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Steven Samuels
Sent: Wednesday, August 22, 2007 9:59 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Standard error of the estimate for svy: reg

Lost Line

Rich,
I don't have access to this journal.  My question: standard error of  
WHAT estimate?

-Steve

On Aug 22, 2007, at 9:46 AM, Richard Forshee wrote:

> Sacrificial line
>
> A recent article in my field encourages reporting both the R- 
> squared and the
> Standard Error of the Estimate (or Root MSE).  (James S. Krueger  
> and Michael
> S. Lewis-Beck. Goodness-of-Fit: R-Squared, SEE and 'Best  
> Practice'.  The
> Political Methodologist, vol. 15, no. 1, pp 2-4.  2007)
>
> When I run a svy: reg command, I do not see the SEE (or Root MSE)  
> reported.
> I checked ereturn list, and I did not see anything that appeared to  
> be the
> SEE.  Is there a way calculate the SEE when running a svy: reg  
> command?
> Maybe it could be derived using the predict , stdp postestimation  
> command?
> Or is there a reason that SEE is not appropriate in the context of  
> a svy:
> reg command?


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