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

[Steven Samuels <sjhsamuels@earthlink.net>]

I'll leave this topic with the following reference:

http://www.bmj.com/cgi/content/full/331/7521/903

Steve
On Aug 22, 2007, at 1:21 PM, Michael S. Hanson wrote:

> 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.
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