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Re: st: Standard error of the estimate for reg


From   Steven Samuels <sjhsamuels@earthlink.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Standard error of the estimate for reg
Date   Fri, 31 Aug 2007 08:07:24 -0400

I can think of several ways this could happen, depending on how the data sets were generated. Give more details, please.
On Aug 31, 2007, at 6:37 AM, Eva Batistatou wrote:


Hi everyone.

A quick question:

I run some simulations and after regression analysis on 5,000 simulated
datasets,I calculate the mean slope b and mean standard error of b's.We know
that the mean SE(b)=standard deviation(b1,...,b5000).However,when instead of
reporting the mean SE,I calculate the SD of b's,I find different results.Is it
possible that this has to do with how STATA calculates the standard errors??

Thanks in advance!
ttp://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




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