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


From   "Richard Forshee" <[email protected]>
To   <[email protected]>
Subject   RE: st: Standard error of the estimate for svy: reg
Date   Wed, 22 Aug 2007 11:16:53 -0400

Thank you for the pointers, Nick.

I share your concern about why root MSE was not included in svy:, and I hope
someone will shed some light on that.

--Rich


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: Wednesday, August 22, 2007 11:10 AM
To: [email protected]
Subject: RE: st: Standard error of the estimate for svy: reg

Well, the root mean square is best not 
described as an "average". It is evidently 
a kind of average, but a more precise description
is easy enough. 

After a model you can use -predict- to get at residuals
and then run -summarize- (and anything else 
needed) to get whatever summary measures you want. 

Essentially the same issue for -glm- is 
addressed by -glmcorr- on SSC. 

Apart from doing it by hand, most of the code
in -glmcorr- might be used for your problem. 

However, a much bigger question is this: Why did the 
writers of -svy: reg- not provide this? Perhaps
they were queasy about what summary measure(s)
are justifiable in a -svy:- context. I don't 
know, but that's what you need to worry about. 

Nick 
[email protected] 

Richard Forshee
 
> Steven, this measure is also called the root mean squared 
> error (which is
> reported in the -reg- command but not in the -svy: reg- 
> command), and it
> measures the average deviation of a predicted value from the 
> actual observed
> value in the sample.

Steven Samuels

> I don't have access to this journal.  My question: standard error of  
> WHAT estimate?

Richard Forshee 

> > A recent article in my field encourages reporting both the R- 
> > squared and the
> > Standard Error of the Estimate (or Root MSE).  (James S. Krueger  
> > and Michael
> > S. Lewis-Beck. Goodness-of-Fit: R-Squared, SEE and 'Best  
> > Practice'.  The
> > Political Methodologist, vol. 15, no. 1, pp 2-4.  2007)
> >
> > When I run a svy: reg command, I do not see the SEE (or Root MSE)  
> > reported.
> > I checked ereturn list, and I did not see anything that 
> appeared to  
> > be the
> > SEE.  Is there a way calculate the SEE when running a svy: reg  
> > command?
> > Maybe it could be derived using the predict , stdp postestimation  
> > command?
> > Or is there a reason that SEE is not appropriate in the context of  
> > a svy:
> > reg command?

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