 |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: Standard error of the estimate for reg
I can think of several ways this could happen, depending on how the
data sets were generated. Give more details, please.
On Aug 31, 2007, at 6:37 AM, Eva Batistatou wrote:
Hi everyone.
A quick question:
I run some simulations and after regression analysis on 5,000
simulated
datasets,I calculate the mean slope b and mean standard error of
b's.We know
that the mean SE(b)=standard deviation(b1,...,b5000).However,when
instead of
reporting the mean SE,I calculate the SD of b's,I find different
results.Is it
possible that this has to do with how STATA calculates the standard
errors??
Thanks in advance!
ttp://www.ats.ucla.edu/stat/stata/
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/