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.

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Random Variable Decomposition Standard Error

I have a decomposed random variable $X$ into partitions $A_1,A_2,\dots A_m$. I know how to compute the expected value of X and the variance of X given the variance and the standard errors of $X$ ...
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6 views

Inverse probability weighting (IPW): standard errors after weighting observations

When using propensity scores for inverse probability weighting (IPW) the standard errors for the parameters in the regression model may be affected. I have seen several examples of people using ...
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8 views

Error bars from a set of points at different x values [on hold]

Say I have a set of 4 data points all at different x values. They fall approximately on a line, with fairly small noise. How can I estimate the standard deviation, or some reasonable measurement of ...
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1answer
41 views

How to calculate the standard error of a proportion using weighted data?

I know the "textbook" estimate of the standard error of a proportion is $SE=\sqrt{\frac{p(1-p)}{n}}$, but does this hold up when the data are weighted?
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1answer
24 views

Joint inclusion probability for Horvitz–Thompson estimator

There is a Wikipedia page for the Horvitz–Thompson estimator. It is an estimator for the population total. Unfortunately the page has failed to state the standard error. From here, the standard ...
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18 views

Huge Standard error in calculating marginal effect [closed]

Variable CCI is coded from 0-6 where distribution of cci is as follows: ...
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1answer
43 views

How to convert the standard error of the log odds ratio to the odds ratio standard error

I am using the log odds ratio (and its standard error) for meta-analysis. I want to convert back to odds ratio to write up the results... maybe i'm putting in the wrong search terms but can't find ...
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2answers
72 views

What is the standard error of the inverse of a known odds ratio?

I have an Odds Ratio of a:b ($OR_{ab}$) and I can switch it to the Odds Ratio of b:a by taking the inverse. $$OR_{ba}=1/OR_{ab}$$ I know the standard error of the original odds ratio ($SE_{ab}$). ...
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3answers
67 views

How to calculate SE of an odds ratio

If one is calculating odds ratio with a,b,c and d counts, I believe variance of log(OR) is given by var_log_OR = (1/a + 1/b + 1/c + 1/d) Hence one can calculate ...
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1answer
69 views

What is the standard error of the sample standard deviation?

I read from there that the standard error of the sample variance is $$SE_{s^2} = \sqrt{\frac{2 \sigma^4}{N-1}}$$ What is the standard error of the sample standard deviation? I'd be tempted to guess ...
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11 views

Calculate parameter standard errors when using E-M algorithm?

When using the E-M algorithm, how can we get standard errors for estimated parameters? If we were just maximizing log-likelihood, then hessian=-observed information, then we can get variance from ...
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17 views

Standard errors for population rates based on survey data

I have survey data that includes a random sample of emergency rooms in the United States. Each observation has a sampling weight that allows me to estimate the number of cases for a particular ...
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18 views

Standard error of a ratio of differences of estimates

I am interested in calculating the standard error of a ratio of differences of estimates, like so: $SE(\frac{X_2-X_1}{Y_2-Y_1})$ The s.e. of each difference is easy, ...
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8 views

Geometric Mean Standard Error [duplicate]

I read from wikipedia that the geometric standard deviation is $$\sigma_g = \text{exp}\left( \sqrt{\frac{\sum_{i=1}^n\left(\frac{A_i}{\mu_g}\right)^2}{n}}\right)\,, $$ where $\mu_g$ is the geometric ...
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20 views

t statistic for regression model with (possible) autocorrelation and heteroscelasticity

Looking at other questions at CrossValidated helped me so many times over the last weeks - so thank you guys! However for this question I was unable to find an answer or at least wasn't sure if ...
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0answers
15 views

Error bars for the fraction of two samples

I have two samples, lets say sampleA and sampleB. I have used jackknife resampling and obtained the error bars for each of the ...
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0answers
41 views

Correct Sample Size N in a Relative A/B Test with Binomial Variates

I randomly assign users to two distinct groups and track their return rate to the website (the return rate on each day for each group is simply $\frac{Number Of ReturningUsers}{TotalUsersOnDayZero}$). ...
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22 views

Confidence Versus Prediction Intervals using Quantile Regression / Quantile Loss Function

If you fit a quantile regression for the 5th and 95th percentile this is often described as an estimate of a 90% prediction interval. This is the most prevalent it seems in the machine learning domain ...
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3answers
1k views

Why do we need Bootstrapping?

I'm currently reading Larry Wasserman's "All of Statistics" and puzzled by something he wrote in the chapter about estimating statistical functions of nonparametric models. He wrote "Sometimes ...
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44 views

How to construct a 95% confidence interval without knowing the number of successes?

I apologize if this question has been asked before, but I did not see any similar. Problem: "A production line is supposed to operate with a mean filling weight of 16 ounces per container. Since ...
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1answer
47 views

What is Bootstrapping in statistics? How can I use it to determine error in the mean, variance, kurtosis and skewness of a data set?

From what I understood from searching randomly is that it has something to do with resampling. What does this resampling mean? Is it selecting random data from a distribution or is it getting data ...
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56 views

Standard Error of the ratio of Binomial variates

What's the right way to compute the Standard Error of the Mean of the ratio of two random variables that follow a binomial distribution? I asked a similar question here using Weibull distributions ...
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1answer
52 views

Standard Error of Ratio of Weibull variates

Assuming that I have 2 distinct random variables that follow a Weibull distribution, what's the standard error* of the ratio of these two random variables? Basically I have $X \sim \text{Weibull}, Y ...
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14 views

Indicator regressions: standard errors

Hi I am estimating a regression of Y on X where both Y and X are indicator variables, that is, they take values 1 or 0. The model is $Y=\beta*X+\epsilon$ (without constant). I use OLS to estimate the ...
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15 views

How would I average noisy data representing the noise using error bars?

I have data that was binned in a process that provides the average and standard deviation for the values in each bin. For some of the data, the variation between bins is significantly larger than the ...
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1answer
23 views

Standard Error for Weighted Values

I want to calculate the standard error for an experimental measurement. The data is stored as a 2D image which is circularly symmetric about a center point. To reduce the data we radially integrate ...
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21 views

Can you calculate descriptive statistics (SD, SE particularly) from percentages and ratios?

I'm a cell biologist and a lot of my data is expressed as a fraction (percentage) of the total number of cells in a single experiment in a number of separate categories (generally 5 or so). The number ...
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33 views

Numerical Approxmation of standard errors for parameter estimation in the EM algorithm

Generally, when you want to compute standard errors for estimated parameters within the ML framework, one uses the diagonal elements of the observed information matrix. In for instance ...
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1answer
37 views

Combining coefficients and standard errors from repeated models

In my current project I'm working with a previously developed linear model and asking how many training observations do I need to reproduce the model. The original model was developed with ~1000 ...
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21 views

How to calculate stnd error for sample proportion with finite population correction when N is a random variable?

A coworker in the health insurance field is pulling a random sample of patient charts who have attempted suicide for a standard government report. Every random sample requires manual chart review, ...
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19 views

How to calculate manually the standard error that is calculated by arima model in MATLAB?

ARIMA(1,0,0) Model: Conditional Probability Distribution: t Parameter Value Standard Error t Statistic Constant 0.00548119 0.00116167 4.71836 AR{1} 0.050221 0.0879246 0.571183 DoF 5.44522 ...
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26 views

calculating error for percent inhibition

I'll apologize in advance for leaving out pertinent information as I'm sure that I will. It has been a long time since I've devoted any time to statistics, so bear with me. I have 2 sample sets, a ...
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1answer
25 views

Standard error of Poisson and negative binomial regression

In Poisson and negative binomial regression, the response is assumed have Poisson and negative binomial distributions respectively. When we test the significance of the parameter $\beta$, which is ...
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2answers
98 views

Standard error of the combination of estimated parameters

I have two estimated parameters, $\beta$ and $\alpha$, and the standard error for each of the parameters. I want to find the standard error of the combined $\frac{\beta}{1-\alpha}$. The standard ...
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25 views

Large standard errors in IV regression [duplicate]

I am encountering very large standard errors of the endogenous regressor (bigger than the size of the coefficient) in the second step of my treatment-effects model (...
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15 views

Error calculation for survival analysis

I would like to get some support from you concerning the evaluation of standard error associated to survival analysis. I found out that the Greenwood formula can be derived from the Kaplan-Meier ...
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1answer
30 views

Compute test error and std of a model

I would like to do the following: Train a classifier on a certain dataset Test the classifier on a certain test set Compute the test error and standard deviation Compute a 95% confidence interval ...
3
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1answer
76 views

What is the name for this unintuitive result with OLS on a very “asymmetric” regressand, and how should it be addressed?

Say our sample consists of about a hundred Belgian (x = 0) and Swiss (x = 1) chocolate bars. We test them to see if they have safe (y = 1) or lethal (y = 0) levels of arsenic. As it turn out, 90% are ...
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0answers
28 views

Calculate Confidence Interval of Multiple Regression from Standard Error

From a multiple linear regression model I know the parameter estimates as well as the corresponding standard errors. I also know that the model is based on 96 data points. I'd like to calculate the ...
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25 views

Which Hessian to use to compute standard errors

Let that I have a data vector $\textbf{x} = (x_1,x_2,x_3....x_n)$ Say these are realizations of IID random variables having a common density $f_\theta$ Likelihood computed using $i^th$ observation ...
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88 views

Delta Method to Compute Standard Errors of Transformed Variables

I am estimating a a finite mixture model to identify proportions of four behavioral types using an experimental dataset. This dataset has data for 500 individuals and each individual has 30 tasks. In ...
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122 views

How to plot the confidence interval from boot.ci output of nonlinear regression in R?

I have a data.frame with two columns (x and y) for which I have obtained a nonlinear least squares fit: -a/(b+exp(-x)). Now I'm trying to plot the 95% confidence interval for y. My best attempt so ...
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1answer
38 views

How to derive the standard error of product of two variables with unequal sample sizes?

Say $H$=height, $b$=angle, and $d$=distance; $H=\text{tan}(b)*d$. $b$ has a sample size of $5$ with mean $40.4166$ degrees and variance $3.75E-05$. $d$ has a sample size of $3$ with mean $124.3$ ...
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1answer
52 views

Is it correct to use plus or minus symbol before standard deviation?

I have represented standard deviation as "±SD" before in publications. But I like to have opinions on this. Is it appropriate to use the notation '±' with SD ? Or is it only for Standard error ?
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4 views

Calculating the standard error of an estimator in a simple regression [duplicate]

I'm reading ISLR (http://www-bcf.usc.edu/~gareth/ISL) and I can't prove a statement about the standard error of the regression coefficients. Any ideas? Assume we draw $n$ iid samples $(y_1, x_1), ...
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16 views

Error propagation and Standard Deviation

I never quite got the hang of this during my entry stat course and it has been bugging me for a long time now. Lets assume I'm trying to find the focal length of a concave lens. Using a mockup ...
2
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0answers
99 views

Sandwich Estimator in Maximum Likelihood Estimation of Logit

I am estimating a discrete choice model using mixed logit using Halton Draws. So everything is basically numerically done. The code is written in MATLAB. I am using MATLAB's fminunc to do ...
3
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1answer
113 views

Estimating robust standard errors in panel data regressions

I am trying to estimate robust standard errors in a panel data regression. I understand panel data regressions conceptually, but R offers a lot of options I am not sure about. My data is of the ...
5
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1answer
533 views

Which formula is this?

I'm enrolled in a statistics course and missed a few classes so need help in deciphering this formula from a friend's notes. Sorry if this seems a very basic question. I know the formula is somehow ...
3
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1answer
71 views

Newey-West standard errors when Durbin-Watson test results are fine

I am running a time-series regression. The Durbin-Watson statistics is very close to 2. In such a situation, would it still be better to use Newey-West standard errors, or is it ok to use OLS standard ...