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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 23:39:31 -0400 |

One More line, one 'last time'

Mike-I apologize. I certainly accept "Standard Error of Regression" and "Standard Error of the Estimate" as valid synonyms for for the residual S.D. I offered the citation to indicate why I was surprised at the usage "Standard Error of the Estimate"; my training had taught a distinction between a standard error (standard deviation of an estimate, a quantity which depends on sample size) and standard deviation, a fixed characteristic of a population.

In fact, I see the logic of the term "Standard Error of Regression". The model quantities (observation - mean) are commonly referred to both as "deviations" from and as "error terms" or "errors"; hence I can easily understand that "standard deviation of regression" and "standard error of regression" are synonyms. The logic of the term "Standard Error of the Estimate" escapes me--I wonder where it originated--but I can certainly accept it. When I taught introductory statistics, I tried to alert the students to all the terms they would encounter for "Mean Square Error" and "Residual S.D." I should not have been surprised to find two more. Thanks to you and to Richard to enlarging my vocabulary.

,

Steve

sjhsamuels@earthlink.net

18 Cantine's Island

Saugerties, NY 12477

Phone: 845-246-0774

EFax: 208-498-7441

On Aug 22, 2007, at 4:31 PM, Michael Hanson wrote:

On Aug 22, 2007, at 3:23 PM, Steven Samuels wrote:Since you've left this topic, you've foreclosed any opportunity to clarify the relevance of that citation. In my very quick read of it, nothing in the second- and third-to-last paragraphs seems to be inconsistent with the use of the terminology "standard error of the estimate" (or "standard error of the regression") that we have previously established is not uncommon in certain social sciences but apparently unknown to at least some people in other (biomedical?) fields; the remaining paragraphs appear to discuss other topics. I personally don't see a problem with different fields having different nomenclatures, and the point of my previous message was simply to indicate that the questioned term is not uncommon in certain (broad) fields of applied statistics.I'll leave this topic with the following reference: http://www.bmj.com/cgi/content/full/331/7521/903 Steve

With the discussion abruptly ended I gather that the implication was meant to be that certain fields (viz. the social sciences) were misusing a term. I would be interested in learning the substance of that argument, if in fact that was the case. Otherwise I am still puzzling over the contribution of the citation to the prior exchange.

-- Mike

P.S.: Stas's argument against the use of the RMSE/SEE in the OP's question sounds valid to me, but I do not claim any familiarity with estimation using survey data.

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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/

**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>

**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 Hanson <mshanson@mac.com>

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