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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36 views
What is the sample standard error formula?
What is the sample standard error formula?
I know only $s$ but I guess this is not it.
I am confused about its formula. Please help me. Thank you.
1
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1answer
63 views
Questions on linear regression
I had a few true / false questions on a practice test that I would like to discuss if possible.
A value $R^2$ close to 1 indicates the linear regression is a good fit to data
Yes, but I am not ...
2
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1answer
22 views
How to get a Standard Error for a Poisson Variable with Exposure?
I'm looking over some work performed by a consultancy and I'm unsure whether the standard error formula they have used is correct, and the subsequent conclusions they have drawn are erroneous.
They ...
5
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2answers
105 views
Standard error of the median
Is the following formula right if I want to measure the standard error of the median in case of a small sample with non normal distribution (I'm using python)?
...
1
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1answer
33 views
Standard errors of regression coefficients based on sample size
For any particular nonlinear regression: $$Y_i = f(\mathbb{x_i},\theta) + \epsilon_i, i=1,...,n$$ I currently have standard errors for each of the $\theta_j$ obtained via the Gauss-Newton algorithm
...
4
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1answer
31 views
Population standard deviation for a binomial(?) distribution?
I have been confused by two separate questions (Stock & Watson - introduction to econometrics ch.3), using different values for standard errors.
The first: In a survey of 400 voters, 215 respond ...
2
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0answers
34 views
OLS standard error log log regression
I am estimating the following Power Law relationship:
$$\ln(\text{Rank}) = \text{constant} + \alpha \ln(\text{Size})$$
where $\text{Rank}$ is $1,~2,~3,~...,~n$, and $\text{Size}$ is the raw value.
...
0
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0answers
10 views
Standard error, margin of error, polls and binomial distribution [duplicate]
So, when doing polling, we use binomial distribution to capture the data (in case there are only two choices.). My question is, let us say that estimated percentage according to the poll that ...
1
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1answer
47 views
calculating the SE in a dice game
I am trying to figure out why calculating the SE directly in 22-4 gives me a larger result than that given in the solution (examples change slightly each time the page loads):
...
2
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2answers
267 views
1
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1answer
60 views
What do I need to consider when using the Hessian to computer S.E.'s?
I use optim() in R to do a lot of MLE. I've used the approach for a lot of problems, but the one I'm working on right now consists of fitting the parameters of the generalized extreme value ...
0
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2answers
72 views
Why do we refer to our estimates in terms of precision?
Open any statistics textbook and it will urge the need to check the 'precision of our estimates'.
Take the following random variable:
...
1
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1answer
487 views
What is residual standard error?
When running a multiple regression model in R, one of the outputs is a residual standard error of 0.0589 on 95,161 degrees of freedom. I know that the 95,161 degrees of freedom is given by the ...
2
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1answer
73 views
confidence interval for classification error---binomial assumption vs. bootsrap resampling
I am developing a classifier using a set of N patterns, where N~1000. I am using K-fold cross-validation (with K=5) and computing the probability of classification error p (typical value is p=0.03). ...
1
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3answers
85 views
Need help understanding calculation about Confidence interval
I am currently reading Math behind A/B testing written by Amazon and got stuck. At some point they say:
To determine the 95% confidence interval on each side of conversion
rate, we multiply the ...
1
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1answer
81 views
How to calculate the standard error of the marginal effects in interactions (robust regression)?
what I am interested in learning is how to calculate the std error of the marginal effects of a X variable when it is part of an interaction, especially in robust regression.
There are tipically two ...
0
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1answer
61 views
what is difference between total sampling error and standard error?
There is a confusion about the two types of error. Does expected Standard error depend on sample size and standard deviation?.
0
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1answer
106 views
Standard errors of hyperbFit?
I want to fit a hyperbolid distribution according to my notation:
\begin{align*}
H(l;\alpha,\beta,\mu,\delta)&=\frac{\sqrt{\alpha^2-\beta^2}}{2\alpha \delta K_1 (\delta\sqrt{\alpha^2-\beta^2})} ...
0
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1answer
32 views
Finding correct weights given standard errors
I have a two stage model where coefficients of model 1 become the y-Vector for model 2. I have standard errors for those coefficients, and I want to weigh the observations in model 2 according to the ...
0
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0answers
28 views
plot error bar in ggplot [closed]
I have a data.frame looks like this:
Species mean sd se
name1 -20 1.1 0.23
name2 -24 1.2 1.23
name3 -28 0.4 0.19
...
...
and I used ...
2
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1answer
48 views
Combining standard errors of fit parameters
I have fitted a 3 parameter (mean, sigma & tau) model to my data and have also computed the standard error for each of them. The statistic of interest for my data is the sum of mean and tau. My ...
0
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1answer
85 views
Standard error of normalmixEM fit?
I fitted a mixture denstiy of two gaussians two my data. I now want to calculated the standard errors of the estimates via the boot.se command of the mixtools package. My question is now, if the ...
1
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1answer
94 views
Why is my t-test intuition so far from reality?
Interpretation of t-test value (2 tailed): ~20% chance that these results could have been obtained randomly.
My intuition: MEAN_2 - MEAN_1 = ~3% of MIN(STD_1, STD2). Calculate area under normal ...
2
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4answers
244 views
Why must one trade off between bias and variance?
Apparently, a learning algorithm must make a trade off between bias and variance when producing a hypothesis. Bias means systematic deviation from data. Variance refers to the error due to ...
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0answers
43 views
Computing event rates given RR + CI and total sample size in each treatment group
I am looking at some data for the risk of mortality in patients undergoing treatment A vs treatment B and I am given the total number of patients in each treatment arm and the relative risk + ...
0
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0answers
45 views
Converting confidence interval around percent change into confidence interval around final value
I have clinical trial data that I'm trying to extract from a publication. I need the final value and the standard deviation around the final value. What I have is the initial value, initial value's ...
0
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0answers
43 views
standard error of the mean for clustered data
I have a dataset with clustered data (observations within groups) and would like to make some descriptive plots.
Now, I am a little bit lost on how to present the dispersion of the data (what kind of ...
1
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1answer
125 views
Standard Error used in Hypothesis Testing and Confidence Interval construction
In the excellent Practical Statistics for Medical Research Douglas Altman writes in page 235:
"Because the standard error used for calculating the confidence interval differs from that used in ...
2
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1answer
89 views
standard error of known population values
i tried to get a clearer understanding of the standard error by constructing a hypothetical population consisting of the following values: 1, 3, 5, 7. i calculated the sample means of all samples with ...
5
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2answers
132 views
Histogram of uncertain data
I have a set of values, each of these values has its own mean and variance. I want to be able to account for this variance when I plot the histogram of the means. Something like an error bar on the ...
1
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0answers
60 views
Calculating the n value
I have some practice homework questions. I did the first one I will go over the steps please tell me If I am doing it right.
a) As mentioned earlier, it is claimed that 70% of households in Ontario ...
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0answers
44 views
Proper confidence interval for survival model with groups
In my study I have people with features A, B, and C. There can be many people, $n$, with the same features. We observe the event at time $t$. Example data:
...
1
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0answers
59 views
How to calculate the SE of the sum of errors in a complex simulation
I have to calculate the standard error of a peculiar situation:
I am simulating a randomly generated population based on a Gaussian distribution with mean $\mu$ and std.dev $\sigma$.
When the ...
1
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2answers
148 views
Manually computing bootstrap standard errors in the linear regression setting
I have written an R script for obtaining bootstrapped standard errors in the linear regression setting.
In practice, first in a model building step I select the final model to be applied at each ...
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0answers
69 views
Constrained Least Squares: Variance-Covariance/Std. Error Estimation
I'm looking to obtain standard errors for constrained linear model estimation. I'd like to be able to estimate standard errors and confidence intervals for the coefficients of $\beta'$ estimated via:
...
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1answer
992 views
Standard deviation of a ratio (percentage change)
I have 2 data sets. The first data set, let's call it $X$ has an average value of ($\bar X$) and standard deviation of ($STD_X$), the second set of data also has the average value of ($\bar Y$) and ...
3
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0answers
109 views
Standard error of estimates of covariance parameterized in tems of cholesky
In unconstrained optimization, covariance matrix $C$ is parameterized in terms of its Cholesky ($C=LL^\prime)$. In other words, the parameter vector $\theta$ involves elements of the lower triangular ...
2
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3answers
121 views
Grouping trials decreases standard error?
My apologies is this is too rudimentary to be asked here. If it does not belong here, could someone recommend a more appropriate place to ask?
A little context. I am in a Senior Physics Lab class in ...
1
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1answer
104 views
Propagation of uncertainty through an average
I have a set of distance measurements that are all accurate to +/- 0.01 M.
{1.00,2.00,3,00}
We can obtain the distance moved ...
1
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0answers
217 views
Interpreting numerical value of standard error of the mean
I am unclear about how to interpret the value of the Standard Error of the Mean (SEM) directly. For example, when a mean is reported as 5.00 + 0.50SEM, how do you directly relate the 0.50 to 5.00?
To ...
3
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2answers
199 views
Standard errors for covariance estimate in R
This is a very simple question: how does one get the standard error for the covariance estimate in R? I estimate the covariance using the cov function but there ...
0
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0answers
107 views
Standard errors of marginal effects in a multinomial logistic regression
I am looking for a way to get standard errors of marginal effects of a multinomial logit model in R.
So far I have estimated coeficients of multinomial logit and covariance matrix of coefficients. I ...
0
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1answer
53 views
Quantify significance between measured value and prediction (with error)?
I have a question about the proper way to describe the results I get to a prediction (both of which have statistical errors). I get a result with 1-sigma, let's say:
...
1
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2answers
142 views
Sum standard deviation vs standard error
I'm having difficulty in determining what exactly the difference is between the 2, especially when given an exercise and I have to choose which of the 2 to use. These is how my text book describes ...
0
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0answers
34 views
Does the standard scores analysis make sense in the following scenario?
INTRODUCTION
I've got an image in grayscale.
Say the image is a rectangle with width = 1700 pixels and height = 2338 pixels.
The image is light in the middle and dark in the top and bottom edges.
The ...
1
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1answer
204 views
High Standard Errors for Coefficients imply Model is bad?
Suppose we have a regression model. If we get estimated of some of the coefficients and the standard errors are high, does this mean that the model is wrong/bad? How exactly do statistical packages ...
0
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1answer
157 views
Fixed-effects using demeaned data: why different standard errors when using -plm-?
I am fitting a Fixed-Effects model, with intercepts at cluster level.
One of the most direct ways is probably to use the -plm- ...
1
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1answer
64 views
With regards to asymettric error bars, what is the correct alternative to S.E.M. when data are strictly positive and near zero?
I have some data that measures how a substance decays over time. At each time point I have 4 measurements. At time points where there is a lot of substance I use the standard error for error bars and ...
5
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1answer
122 views
What is the standard error for the distribution of the difference in proportions (for hypothesis testing)?
I am looking for the standard error for the distribution of the difference in proportions for hypothesis testing when the null hypothesis is that the two proportions are different by a constant.
...
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0answers
75 views
Is high multicollinearity always an issue in OLS?
$$Y_t = a + bX_{1,t} + cX_{2,t} + dX_{3,t} + e_t$$
A high $R^2$ in $X_{1,t} = \alpha + \beta X_{2,t} + \gamma X_{3,t} + \varepsilon_t$ will always result in a higher standard error of the $b$ ...
