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From |
Steven Samuels <sjhsamuels@earthlink.net> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Standard error of the estimate for svy: reg |

Date |
Wed, 22 Aug 2007 12:47:33 -0400 |

Needless line

Ah, yes--the "Standard Error of the Estimate" nomenclature threw me. The root MSE does not appear to me to be the standard error of any estimate, but the terminology is obviously different in political science.

The root MSE is an estimate of the assumed constant SD of single error terms in the OLS model. But -svy; reg- does not require the assumption of constant SD. This may have been one reason why the - svy- writers were 'queasy' about including the estimate: its presence could be misinterpreted to mean that the assumption is true.

Steve

On Aug 22, 2007, at 11:16 AM, Richard Forshee wrote:

Thank you for the pointers, Nick.

I share your concern about why root MSE was not included in svy:, and I hope

someone will shed some light on that.

--Rich

-----Original Message-----

From: owner-statalist@hsphsun2.harvard.edu

[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox

Sent: Wednesday, August 22, 2007 11:10 AM

To: statalist@hsphsun2.harvard.edu

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

Well, the root mean square is best not

described as an "average". It is evidently

a kind of average, but a more precise description

is easy enough.

After a model you can use -predict- to get at residuals

and then run -summarize- (and anything else

needed) to get whatever summary measures you want.

Essentially the same issue for -glm- is

addressed by -glmcorr- on SSC.

Apart from doing it by hand, most of the code

in -glmcorr- might be used for your problem.

However, a much bigger question is this: Why did the

writers of -svy: reg- not provide this? Perhaps

they were queasy about what summary measure(s)

are justifiable in a -svy:- context. I don't

know, but that's what you need to worry about.

Nick

n.j.cox@durham.ac.uk

Richard Forshee

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.Steven SamuelsI don't have access to this journal. My question: standard error of WHAT estimate?Richard ForsheeA 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 thatappeared tobe 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?* * 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/

Steven Samuels sjhsamuels@earthlink.net 18 Cantine's Island Saugerties, NY 12477 Phone: 845-246-0774 EFax: 208-498-7441 * * 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/

**Follow-Ups**:**Re: st: Standard error of the estimate for svy: reg***From:*"Michael S. Hanson" <mshanson@mac.com>

**References**:**RE: st: Standard error of the estimate for svy: reg***From:*"Richard Forshee" <rforshee@umd.edu>

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