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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 15:23:15 -0400 |

I'll leave this topic with the following reference: http://www.bmj.com/cgi/content/full/331/7521/903 Steve On Aug 22, 2007, at 1:21 PM, Michael S. Hanson wrote:

On Aug 22, 2007, at 12:47 PM, Steven Samuels wrote: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.From Wooldridge (2006), p. 107:

"The positive square root of $\hat{\sigma}^2$, denoted $\hat{\sigma} $, is called the standard error of the regression (SER). The SER is an estimator of the standard deviation of the error term. This estimate is usually reported by regression packages, although it is called different things by different packages. (In addition to SER, $\hat{\sigma}$ is also called the standard error of the estimate and the root mean squared error.)"

So, FWIW, it isn't just in political science that one finds the term "standard error of the estimate": I have seen it in numerous articles and textbooks on econometrics as well. (Slight apologies for the LaTeX code, but there is no better way I know of to indicate math in plain text e-mail messages.)

Hope this helps.

-- Mike

Wooldridge, Jeffrey M. "Introductory Econometrics: A Modern Approach," 3rd ed., Thomson South-Western. 2006.

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

**Re: st: Standard error of the estimate for svy: reg***From:*"Stas Kolenikov" <skolenik@gmail.com>

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

**Re: st: Standard error of the estimate for svy: reg***From:*Steven Samuels <sjhsamuels@earthlink.net>

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

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