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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17 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): ...
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1answer
33 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 ...
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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 ...
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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 ...
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21 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?
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23 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, ...
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31 views

How to Calculate Standard Error and Prediction Intervals for ARMA Forecasts on Transformed Data?

I have been recently learning about the Box-Jenkins process for ARMA modeling, and I ran into a bit of a wall when it comes to error analysis. In a lot of my data sets, I have to apply a log ...
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28 views

Is the intercept estimation affected by multicollinearity?

Suppose I am running a regression $$x_t = \alpha + b_1y_{1t} + \dots + b_m y_{mt} + \varepsilon_t$$ where the $y_{i}$ are potentially linearly correlated (Some have an IVF bigger than 4; generally ...
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14 views

Calculating error in hourly/daily/annual duplicated observations

I'm hoping to determine the best way to describe and quantify measurement error in a salmon counting project I work on. Here's a description of the setup: Salmon passing upstream pass through a pair ...
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1answer
31 views

Cluster-robust SE in Stata when using a survey design

I'm working with data from a clustered sample where observations have a certain sampling weight (pweight). There are two ways to obtain the correct point estimates: I) using reg yvar xvar [pw = ...
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14 views

standard error for difference in proportions between a population and a subset

I have a reference population and a non-random subset of that population. I am interested in the difference in proportions between the subset and the population. If my subset were a random sample of ...
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3 views

Using finite-population correction for cluster-robust standard errors

How can you apply a finite-population correction (FPC) to cluster-robust standard errors? I am running analysis using cluster-robust standard errors on a survey that collected responses from 85% of ...
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29 views

Having problems with big weights with non-respons in survey

I would like to take weights of non-respons in to account when calculating SE in my survey. Here is an exemple of what I would like to do and I have tried to use the survey package in R. (fpc in the ...
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1answer
28 views

Standard error on an estimate derived from 2 estimated proportions - Survey data

I have survey data where I want to calculate a derived variable, based on 2 estimated proportions. (e.g., "Did you visit the web-page?" If Yes, "Did you place an order?", and I want to estimate total ...
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1answer
15 views

Small confidence interval in polynomial regression

I am studying the 7th chapter of Introduction to Statistical Learning with Applications in R (ISLR) and I don't understand why the confidence interval associated with polynomial regressions (as seen ...
3
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1answer
25 views

Standard error for the sum of regression coefficients when the covariance is negative

I have a question about appropriately calculation the standard error for the sum of two coefficients in a linear regression model. My question is similar to this and this, but I can't seem to solve ...
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47 views

Monte Carlo error propagation

Consider a set $X$ of $N$ iid random variables, each one with its own standard deviation: $$X: \{x_1\pm\sigma_1, x_2\pm\sigma_2, ..., x_N\pm\sigma_N\}$$ Say I have a "black box" numerical function ...
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21 views

I can sample 10% data at an intersection every day for 10 days. What should I use as n in calculating the Standard Error?

I am able to obtain 10% of vehicle travel time information at an intersection for 10 days at the same hour of the day. If we consider that the number of vehicles arriving at the intersection in all 10 ...
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19 views

Calculating the amount of underestimation

Coverage rate for a parameter is 91.2%, and the nominal coverage rate is 95%. If the confidence interval is based on asymptotic standard normal, then the amount of coverage 91.2% implies that the ...
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28 views

Relationship beween SEs of two point estimates

Good evening everybody! There's a very odd question from an old exam in Introductory Statistics that has been preoccupying me for a couple ofhours: What is the relationship between the Standard ...
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2answers
85 views

How do regression results change after standardization, as a general rule?

Based on the simulation below, it appears that standardizing all variables in a data set affects OLS results in the following ways: Coefficient estimates change Standard errors change P-values ...
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1answer
85 views
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17 views

Statistical error for kernel density estimator

First of all sorry to use the word "error" without additional specification. I have a dataset with few elements ~(10-100) and I want to show them using a KDE (instead of simple histogram, for ...
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19 views

How to calculate standard error for WEIGHTED count data aka proportions

First let me explain my data. I have 30 residential subdivisions. Within each subdivision, I randomly generated n=50 points over an aerial photograph. For each subdivision, I counted how many points ...
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3answers
126 views

Error in a linear regression

I have a set of points and I would like to fit a linear regression model to them, where each point has its own error value, and I want to find the gradient of the regression line. How do I calculate ...
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0answers
35 views

Comparing Classical and Robust (Huber-White/sandwich/heteroscedasticity consistent) Standard Errors in Linear Multiple Regression

I'm running a linear multiple regression model of the type $y_i = \beta_0 + \beta_1 X_{i1} + \beta_2 X_{i2} + \beta_3 X_{i3} + u_i$. I came across King and Roberts' 2015 paper called "How Robust ...
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17 views

Estimate standard deviation from imprecise, aggregated results

I have to estimate the standard deviation for a large data set, but I don't have the measurements themselves, only the mean value from a set of samples for each point. In other words, the underlying ...
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23 views

How should the error-term in reporting results be properly written to make sense?

I want to report results obtained from a number of measurements with the average value plus minus the standard deviation. During my studies I was always thaught to use only one signifying digit in the ...
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1answer
19 views

Standard error and Regression coefficients in MR

Why does the standard error for betas of predictor variables increases when they are highly correlated, indicating high levels of multicolinearity? I know that multcolinearity impacts coefficients by ...
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24 views

Why do chi-squared and F statistic formulas involve $s^2$ not $s^2/n$?

Could someone please clarify why in Chi-squared and F-statistic calculation formulas sample variances are used as $s^2$ and not $s^2/n$ (like in Z or t tests)? $\chi^2 = \frac{(n-1)s^2}{\sigma^2} $ ...
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2answers
48 views

How to calculate the standard error of a one-year impact from a two-year impact?

I am collecting one-year impacts to conduct a meta-analysis on a certain type of education intervention (high-dosage tutoring). Some papers only report two-year impacts of the intervention and the ...
0
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0answers
29 views

Standard Deviation vs. Standard Error of Bernoulli Trials

There is a related question and clear answer here: http://stats.stackexchange.com/a/11542/22088 But my question is slightly different. I posted a comment but the answerer has not been on Stackexchange ...
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1answer
26 views

Confidence intervals for proportions

for a statistics exam I'm taking, there are questions involving hypothesis tests for proportions. A previous question was something along the lines of: 1000 shoppers at shop A are asked if they are ...
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10 views

How do we incorporate standard error when performing statistical tests?

I frequently work with transfer functions, which use measurable values to predict an unknown. These functions are regression lines run through training data and thus have an associated root mean ...
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25 views

What is the n when calculating the standard error of the product of two independent means?

I have two independent means and I need to find the error of their product. Calculating the variance is fairly straightforward, and I already have the formula for that, but I can not settle on what n ...
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1answer
24 views

Standard error computation in a non-linear model

I have the following model: $$ Y_t = \varphi(X_t^\prime\beta)\times Z_t $$ where $X_t$ is a vector of exogenous regressors and $Y_t$ and $Z_t$ are random variables and $\phi$ is a cumulative normal ...
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16 views

Fisher information of multiple samples and the standard error

I'm curious on whether the two following results are related (or indeed just the same result). First result The Fisher information is some measure of how well one can estimate the value of a ...
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22 views

Standard error of function of sample mean without using Delta Method

I am interested in estimating $SE(g(\bar{x}_m))$, where $\bar{x}_m$ is a Monte Carlo mean with M.C. sample size $m$, and $g(\cdot)$ is a nonlinear continuous function. $plim(\bar{x}_m)=\mu$ by law of ...
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12 views

Std. error of accuracy on 3-class problem

I want to find the std. error of accuracy on a 3-class problem, where the following is true. Number of observations is N=40000, number of classes is ...
0
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1answer
41 views

Permissible to use survey data in generating sampling weights?

Summary: Can I use non-population information (e.g. representative proportions from another survey) when calculating sampling weights? If so how might one account for the sampling error? I'm ...
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7 views

Cox proportional hazards - risk increase for a given increase in predictor variable

I am trying to assess the predictive properties of a variable for an event. The following output from R, describes the model: ...
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1answer
73 views

Is it logical to report standard deviation of the coefficient of Regression model?

I had determined the coefficient for the variables using Multinomial Logit model. The software reported coefficient, t-value and standard error for the variable. One of my senior want to include ...
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34 views

How do you calculate the standard error of a factor in the slope and intercept of a linear model?

I have derived a linear equation to describe an experiment. y = slope . x + intercept where slope = a / (b.d) where ...
1
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1answer
37 views

Determine the original standard error of the intercept in a regression estimated with standardized covariates

The present question is related to these two questions: Converting standardized betas back to original variables and Intercept from standardized coefficients in logistic regression The R package I am ...
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42 views

How does SAS calculate standard errors of coefficients in logistic regression?

I am doing a logistic regression of a binary dependent variable on a four-value multinomial (categorical) independent variable. Somebody suggested to me that it was better to put the independent ...
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0answers
9 views

Expectation of the square of the standard error [duplicate]

So far I have $ S^2 = \sum_i\frac{(X_i-\bar X)}{n-1} = \frac{1}{n-1}\{\sum_iX_i^2-n\bar X^2 \} $ But now how do I get $ E(S^2) $ ? I know the answer is $ \sigma^2 $ but I'm struggling to get to ...
9
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1answer
696 views

If “Standard error” and “Confidence intervals” measure precision of measurement, then what are the measurements of accuracy?

In book "Biostatistics for dummies" in page 40 I read: The standard error (abbreviated SE) is one way to indicate how precise your estimate or measurement of something is. and Confidence ...
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11 views

Is there any way, except calculating standard error and confidence intervals to indicate precision of the measurement?

In book "Biostatistics for dummies" in page 40 I read: The standard error (abbreviated SE) is one way to indicate how precise your estimate or measurement of something is. and Confidence ...
0
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0answers
19 views

Computing standar error and standard deviation after regression

I am computing a regression with suppressed intercept using this formula $$ \hat{\beta}=\frac{\sum_{i=1}^N x_iy_i}{\sum_{i=1}^N x_i^2} $$ Can someone explain how to compute standard deviation and ...
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2answers
113 views

Why does the standard error of $\hat p = \sqrt{p(1-p)/n}$?

A binomial distribution has the standard deviation $\sqrt{np(1-p)}$. When you find the standard error of $\bar x$, you divide the standard deviation be $\sqrt n$. Analogously, shouldn't I simply take ...