The AIM defines the term "Roger" as, "I have received all of your last
transmission," and states that it "should not be used to answer a question
requiring a yes or no answer."

The altimeter setting is not a clearance or a question, but an advisory
transmission. ROGER fits the bill.

wrote in message
...
"R.L." wrote:
[snip] I'd just say ROGER, thanks.

My first instructor, when teaching me the radios, said: "DO *NOT* say
'Roger!'" Maybe it was just her pet peeve, but she insisted that it was
more professional to acknowledge with your tail number vs. saying
"Roger" ... i.e., "95B, thanks".