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Re: st: Standard error of the estimate for svy: reg
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
[email protected]
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:
I'll leave this topic with the following reference:
http://www.bmj.com/cgi/content/full/331/7521/903
Steve
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.
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
[email protected]
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/