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
error.
Do these results imply that the model assumptions underlying the parametric
estimator are correct?
You do not specify your example a great deal. However, in general, the
answer is no. Sometimes, erroneous assumptions make the standard error
unrealistically low.
