Refers to the standard deviation of the sampling distribution of a statistic calculated from a sample. Standard errors are often required when forming confidence intervals or testing hypotheses about the population from which the statistic was sampled.

learn more… | top users | synonyms

0
votes
0answers
13 views

Standard Error associated to a percentage variable over time

In a few words, I need to give an estimate of the error on several percentages that are varying over time. The related questions often seem to talk about percentage change, and this is not my case. ...
1
vote
0answers
11 views

Calculating SE for set of proportions with different sample sizes

Okay, so I have a data set where I'm measuring survival rates under different conditions. I have three treatments, control, pH 1, and pH 2. Each one has six replicates, all of which have different ...
0
votes
0answers
35 views

Understanding standard error of the mean

Wikipedia article about standard error It's clear to me that the formula $${SD}_\bar{x}\ = \frac{\sigma}{\sqrt{n}}$$ is equal to the true standard deviation of the sample mean, given that $\sigma$ ...
0
votes
1answer
10 views

error analysis in two-stage regression

Let's say I perform two 1st-stage regressions using $y = x \, \alpha + \epsilon$ and $w = v \, \beta + \ldots $ where $y$, $x$, $w$, and $v$ are vectors of length $n$. I obtain the regression ...
0
votes
0answers
28 views

Model fitting: relative importance of SE of regression coefficient vs adj. R squared when estimating accurate coefficient is only objective

My objective is to infer the magnitude of a particular coefficient ($β_5$ in the equation below) as accurately as possible. I'm trying to decide between two models: the first which has a lower SE ...
0
votes
0answers
9 views

Standard error of mean for overdispersed count data

I have count data from survey transects at several sites (typical n ~10). I am interested in whether the sample mean exceeds a threshold at [1-alpha]% confidence level (...knowing I have low power), ...
2
votes
0answers
27 views

Standard deviation vs Stardard error of sample mean

I am currently attempting to analyze some data, and it has been a few years since I have taken a statistics course, so I am a bit rusty at this stuff. I have a times series of 12 different sample ...
1
vote
0answers
24 views

Standard Error for Proportion of Successes in Monte Carlo Simulation

First note, this is for an assignment. I've been through all our notes, researched online and still unsure on this. We are asked to run a stochastic simulation where, at the end of each run, there is ...
1
vote
0answers
34 views

Chi-square testing with demographic data viable to compensate non-response bias?

(Hello CrossValidated, first poster here, so please have mercy with any transgressions of mine!) For my thesis, I am currently researching the correlation between stance to organizational change and ...
0
votes
0answers
11 views

correlated errors and regression [duplicate]

When a linear regression model yields correlated errors it is claimed that the standard error of the estimators is under estimated. Can anyone give a proof of this fact? This is stated on page 94 of ...
0
votes
0answers
25 views

Plain words (non-mathematical) explanation of the difference between Confidence Intervals, Standard Error of the Mean, and Standard Deviation? [duplicate]

As the question states, I'm interested in the difference between CIs, SEM, and SD, explained in plain words (so as to be able to communicate it to people without maths/stats background). My current ...
0
votes
1answer
31 views

Can there be overdispersion in a logistic regression model where each observation represents a single Bernoulli trial?

A friend and I are having a dis-agreement about over-dispersion in binomial/logistic regression glm modelling. We have structured our data so that each observation represents 1 Bernoulli trial (so the ...
0
votes
1answer
41 views

Cluster definition in vcovHC

I'm running a regression in R's plm package similar to this post Clustered standard errors in R using plm (with fixed effects). I.e. panel data with fixed effects ...
2
votes
1answer
17 views

Why are standard errors affected by choosing a reference group with a small N?

I am trying to understand why standard errors are negatively affected by choosing a reference category with a small N. Example Model: Logistic regression Outcome: Smoking (Yes vs No) Independent ...
1
vote
1answer
30 views

Standard error for intercept only model in probit regression

How do you calculate the standard error for intercept for an intercept only probit regression model? I was expecting the formula to be: 1 / sqrt(N * p * (1 - p)) where N = no. of obs, p = mean(y). ...
0
votes
0answers
14 views

How does a non-random sample limit Logistic Regression

I have been attempting to run a binary logistic regression and have come into some difficulties with it. The outcomes I have got are OK for odds ratio, but the space between the lower and upper ...
1
vote
1answer
18 views

Why square root for RSE?

Why should we put square root to get RSE ? what for?
0
votes
0answers
31 views

Why divide RSS by n-2 to get RSE?

Context: Simple Linear Regression, an intercept and a slope I have 2 question regarding this issue. Why should we divide RSS ? Why the divisor should be n-2, not n or n-1 ?
1
vote
0answers
31 views

Do I have binomial data, and how do I treat it?

I have field observations that are essentially presence/absence, but here are the details: randomly placed quadrats are divided into 10 squares. The field data recorded are the number of squares which ...
2
votes
0answers
43 views

Error in Linear Regression Parameters: Using mean measurement vs. all measurements

I have a set of measurements y taken at 17 different values of x, with 50 repeated measurements at each value of x. They follow a simple linear relationship y = mx + c, and I am fitting the parameters ...
0
votes
0answers
29 views

How can I obtain the standard errors of regression?

I know that $\widehat{\beta}_1 = \frac{\sum_{i=1}^n \left( x_i-\bar{x} \right) \left( y_i-\bar{y} \right)}{\sum_{i=1}^n \left(x_i-\bar{x} \right)^2} =\frac{\sum_{i=1}^n \left( x_i-\bar{x} ...
1
vote
0answers
36 views

Can you calculate a standard error from confidence intervals?

Specifically, can I calculate a standard error from an incidence rate with known confidence intervals but no population size data?
4
votes
0answers
50 views

Displaying mean +/- st. error or confidence interval on bar charts

When I look at scientific papers, bar charts I usually come to see are shown with mean +/- sem (standard error of the mean). As stated here, When standard error (SE) bars do not overlap, you ...
0
votes
1answer
24 views

Multinomial logit, standard and robust errors

I'm computing a multinomial logit model with Biogeme. Looking at the final results, it seems that some variables are not statistically significant when standard errors are considered. However, with ...
3
votes
1answer
37 views

What is the difference between standard error and margin of error and when to use which?

Will someone please explain what the difference is between standard error and margin of error and when to use which? I have not had luck finding a simple explanation on the differences anywhere on the ...
1
vote
0answers
11 views

Alternative of multiple regression

I am testing a model that has 1 continuous (5 items) non-normal DV and 9 predictors (IVs) out of which two are dichotomous (2 levels) and one is ordinal (3 levels). I am wondering what types of ...
0
votes
0answers
18 views

Standard Deviations or Standard Errors for Adjusted Means in ANCOVA?

I think it is standard to report standard errors (SE) for adjusted means after conducting ANCOVA. However, some people claimed it is more meaningful to provide standard deviations (SD) instead of SE. ...
1
vote
1answer
53 views

MCMC convergence, analytic derivations, Monte Carlo error

I'm trying to figure out some convergence statements on an MCMC example. The setup is: I'm generating data samples as observations from a (known) deterministic parameter, say $s$ (using a forward ...
0
votes
2answers
38 views

Calculation of the individual standard error of the mean for meta analysis bias estimation

I am trying to run the egger's test to check my meta analysis for publication bias. My data consists of a correlation effect size and a sample size from each study. I understand that the egger's ...
1
vote
0answers
15 views

Combining the standard errors of Cohen's Kappa computed for multiple rater pairs

In a study on intra-rater agreement with 8 raters, I have computed Cohen's Kappa for each of the raters and I estimated the standard error of each of the kappa values using the Jackknife method. To ...
3
votes
2answers
43 views

General Relationship Between Standard Error and Sample Size

Suppose I empirically estimate the standard error of some statistic to be 10% (perhaps I do this by bootstrapping). Now, I want to know how much I need to increase the sample size to reduce the ...
0
votes
0answers
20 views
1
vote
0answers
10 views

Standard deviation of sample mean differences used as the basis for calculating standard error of the two samples

I came across this problem in the OpenIntro Statatistics (it is very free) textbook: Now, in calculating the t-statistic for the difference of means, the same book shows that the Standard Error in ...
3
votes
1answer
34 views

Why do t-test use standard error and not standard deviation?

Maybe this question is a bit stupid, but I don't fully understand why. Is it related with the fact that the SE takes into account the sample size?
0
votes
0answers
29 views

Modeling justification for no standard errors of random effect estimates in R mixed model packages?

None of the nlme, multilevel, or lme4 mixed effect programs seem to offer estimates of the ...
3
votes
1answer
151 views

Does the standard error of the mean approach 0 as the number of samples increases?

The standard error of the mean (SEM) is often given as $s / \sqrt n$, where $s$ is the standard deviation and $n$ the number of samples. Does this mean that if we were to calculate the SEM with more ...
0
votes
1answer
52 views

Simple logic with arithmetic in stats question [closed]

I'm unable to solve the answer for the question attached in the screenshot. According to my calculation the answer is 4. $\text{se}=\sigma/\sqrt{n}\\ \text{se} = 1/\sqrt{25} \\ \text{se} = 0.2$ to ...
7
votes
2answers
460 views

Confidence interval for the median

I have a set of values ${x_i}, i=1, \dots ,N$ of which I calculate the median M. I was wondering how I could calculate the error on this estimation. On the net I found that it can be calculated as ...
1
vote
1answer
49 views

Hot-Hand Fallacy - Is this a correct way to prove it?

The belief in winnings streaks in sports (and gambling) is also described as the 'Hot-hand' fallacy. I thought I would try to convince a friend it was indeed a fallacy. I got my hands on a data set ...
0
votes
1answer
36 views

Proof of the distribution of the residual standard error

In my notes from university I have written down that the residual standard error (from normal linear regression) has the following distribution $\frac{\hat{\sigma}^2}{\sigma^2}\sim ...
0
votes
0answers
16 views

Visualizing Sample Size Calculation for Longitudinal Time Series Data

I have a data set consisting of 500 individuals and 36 observations for each (3 years by month). The values consist of each individual's maximum daily consumption for that month. The population is ...
0
votes
0answers
20 views

Hotelling T^2 Statistic in Simple Linear Regression

I'm at a bit of loss here, so I apologize for silly questions. I stumbled upon a problem that asked for 95% confidence bands for my estimated regression line in a simple linear regression (2 ...
4
votes
1answer
46 views

Why calculating standard error of an mle (and confidence intervals) from Hessian matrices?

I might not have fully understood these concepts, and I am confused about how standard error is calculated. Here are my understandings and confusions, let me know where went wrong. EDIT: I was taking ...
1
vote
1answer
17 views

Combining two estimates

The number of participants in a particular sport in the USA in 2014 was estimated by a research group at 3,000,000. This estimate came with a standard error. The number of hospitalizations associated ...
2
votes
0answers
19 views

Confidence interval of linear regression variable calculation [duplicate]

I want to be able to calculate the confidence interval from the estimated coefficient and respective standard errors. I have a linear regression model which can be summarized (in R): ...
0
votes
1answer
47 views

How to combine two measurements of the same quantity with different confidences in order to obtain a single value and confidence

Back in the lab at university, we were taught to measure the quantity of interest some number of times (call this N), and then calculate the standard error. The underlying assumption here is that you ...
2
votes
0answers
29 views

Explanation of statistic seen on TV (related to elections) [duplicate]

I saw the following statistic on TV a few years back: 53% of voters are going to vote for Mitt Romney over Barack Obama (Error: 3%, sample size: 300, survey conducted via phone) After seeing ...
0
votes
0answers
14 views

Explanation of SE formula [duplicate]

The standard error of the mean is computed by dividing the standard deviation by the square root of $N$. I don't understand how this formula quantifies the precision of the mean. Where did the square ...
0
votes
0answers
29 views

Acceptable range for standard error in MCMC simulation

Is there a convention when it is acceptable to accept an estimate like an empiric mean generated by a MCMC run based on the value of the standard error, similar to Cohen's effect size categories?
1
vote
0answers
48 views

Which standard deviation of the cross-validation score?

When doing cross-validation for model selection, I found there are many ways to quote the "standard deviation" for the cross-validation scores (here "score" means an evaluation metric e.g. accuracy, ...