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


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Standard error of the estimate for svy: reg
Date   Wed, 22 Aug 2007 14:48:14 -0500

On 8/22/07, Steven Samuels <sjhsamuels@earthlink.net> wrote:
> I'll leave this topic with the following reference:
>
> http://www.bmj.com/cgi/content/full/331/7521/903

I'd say that's a starting point for a new discussion about who uses
statistics in what ways -- I can find something to discuss pretty much
in any paragraph. For instance, from the fact that not all
distributions have standard deviations, to begin with (e.g., Cauchy),
and not always is the standard error = standard deviation /
sqrt(sample size).

Back to the original problem -- I totally agree with your reservation
that RMSE is not measuring anything in particular in the context of
survey data (any survey estimation is only sensible to the extent that
there is a population parameter to be estimated; the variance of the
regression error term is a kinda shaky one), and thus it is fully
appropriate for Stata not to report it.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: Please do not reply to my Gmail address as I don't check
it regularly.
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