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

["Michael S. Hanson" <mshanson@mac.com>]

On Aug 22, 2007, at 12:47 PM, Steven Samuels wrote:

> Ah, yes--the "Standard Error of the Estimate" nomenclature threw  
> me. The root MSE does not appear to me to be the standard error of  
> any estimate, but the terminology is obviously different in  
> political science.
	From Wooldridge (2006), p. 107:

"The positive square root of $\hat{\sigma}^2$, denoted $\hat{\sigma} 
$, is called the standard error of the regression (SER).  The SER is  
an estimator of the standard deviation of the error term.  This  
estimate is usually reported by regression packages, although it is  
called different things by different packages.  (In addition to SER, $ 
\hat{\sigma}$ is also called the standard error of the estimate and  
the root mean squared error.)"

	So, FWIW, it isn't just in political science that one finds the term  
"standard error of the estimate":  I have seen it in numerous  
articles and textbooks on econometrics as well.  (Slight apologies  
for the LaTeX code, but there is no better way I know of to indicate  
math in plain text e-mail messages.)

	Hope this helps.

                                        -- Mike


Wooldridge, Jeffrey M.  "Introductory Econometrics: A Modern  
Approach," 3rd ed., Thomson South-Western.  2006.


*
*   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/