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st: parametric vs. nonparametric estimators

From   Thomas Mählmann <>
To   <>
Subject   st: parametric vs. nonparametric estimators
Date   Tue, 15 Jun 2004 20:11:25 +0200

Dear Statalisters,

this is rather a general statistic than a Stata related question, but
nevertheless I hope someone can give me some help.

I have estimated a population parameter using both a nonparametric and a
parametric estimator. To my surprise both approaches yield about the same
point estimates, but the parametric estimator has a somewhat lower standard

Do these results imply that the model assumptions underlying the parametric
estimator are correct?

Any suggestions?

Thanks very much in advance


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