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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51 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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15 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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36 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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10 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 ...
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43 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 ...
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1answer
48 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 ...
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1answer
529 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 ...
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1answer
45 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 ...
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3answers
274 views

Why do we say “Residual standard error”?

A standard error is the estimated standard deviation $\hat \sigma(\hat\theta)$ of an estimator $\hat\theta$ for a parameter $\theta$. Why is the estimated standard deviation of the residuals called ...
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2answers
331 views

The fallacy of splitting data collection time into shorter intervals to reduce error

Say you measure the (roughly constant) rate of something (i.e., counts of something per unit time) over 30 seconds, and you repeat this reading four times to find the mean and standard error of the ...
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4answers
98 views

Standard deviation vs standard error of the mean for intervals

I couldn't find a question like this anywhere on Cross Validated. Also I struggled to write the title for this question. Imagine I have a satellite picture of a straight road, and I expect that the ...
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1answer
23 views

SPSS computing pairwise comparisons after repeated measures ANCOVA, standard deviation question

I am reporting standard deviations for pairwise comparisons of adjusted marginal means. SPSS gives me the standard error that I can convert, but I am unsure if SPSS uses the equivalent of N or N-1 to ...
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20 views

Pedometers and setting stride length from your height?

A question I originally asked in the Fitness forum, but closed as maths apparently has nothing to do with Fitness / is off-topic: Just looking at a couple of pedometer instruction leaflets, from ...
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1answer
31 views

Confidence interval for a function of the MLE

I am studying an old assignment in which I have calculated the MLE for a sample from an exponential distribution. It then gives the formula for the median of an exponential distribution ...
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2answers
44 views

SEM Interpretation

Standard error of the mean (SEM) represents the accuracy of the mean. Here's my question/doubt. Does higher the SEM mean higher the accuracy of the mean? To be more precise, what indicates ...
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1answer
30 views

Names for standard error equations

The equation for a standard error of the mean can be written like this: $\sqrt{\frac{s^2}{n}}$ or like this $\sqrt{\frac{\left(\frac{\sum (X - \bar{X}) ^2}{n-1}\right)}{n}}$ They both say the same ...
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83 views

Standard error of a population

I measure the weight of 100 people and pick 20 lots of 5 people from these 100. Therefore n = 5, repeated 20 times. The 100 people represent the population and groups of 5 people represent samples ...
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2answers
43 views

error analysis on nonlinear curves

I have a set of data from a simulation that generates a curve, and I have a mathematical model (from theory) on what things are supposed to look like. Of course, there is some error expected between ...
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1answer
28 views

Individual-specific error component in pooled OLS

I know that Pooled OLS is not efficient if there is existence of the individual-specific error component (one that doesn't vary over time) because the usual standard errors are incorrect and the tests ...
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1answer
40 views

Variance of the beta coefficient in linear regression

I have a linear regression equation: $y=bx + a$. Also standard error of the slope $b$ estimate is given and the sample size. Is it possible with this information to infer the variance of $b$?
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20 views

About Standard Error of the Mean

Standard Error of the Mean I do not clearly understand about 'Standard Error of the Mean'? I tried understanding about it but I failed. How do you calculate in order to retrieve 'Standard Error of ...
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1answer
50 views

Does a decrease in standard error from one model to another suggest collinearity?

Say I have model 1 and model 2. y1 = b0 + b1x1 + u y2 = b0 + b1x1 + b2x2 + u If there is an increase in the standard error of x1 from model 1 to model 2, does this suggest collinearity between the ...
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Question about relative percent error with widely varying expected values

I'm looking at a large collection of values. These values follow an exponential distribution. I have their probabilities and a pre-made Excel spreadsheet that will auto calculate expected values from ...
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1answer
44 views

Identical SEs for all slopes in a regression on a factor

I'm relatively new to R and stats, and I just encountered a situation that I haven't before. I ran an lm (in R) with species richness as the response variable and elevation level (I have five of them ...
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18 views

Finding the amount of error with a multiple regression formula that is determining stock returns

I'm brand new to statistics and I'm using C# and Math.Net to perform multiple regression on a formula with 3 inputs and 1 output. I was told that finding an rsquared value isn't recommended for a ...
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1answer
67 views

standard error of transformed regression coefficient

I have the regression $y= \beta_0 + \beta_1 \,x + e$, along with the standard error of $\beta_1$ I would like to find the standard error of the elasticity at $\bar{x},\bar{y}$, which is given by ...
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17 views

Are wrong standard errors a problem if using information theoretic model selection?

In linear regression, if the assumptions of normally distributed residuals and homogenous residuals are broken, incorrect standard errors can be calculated. This can lead to some predictors appearing ...
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2answers
54 views

Testing the difference between two parameter estimates in binomial GLM

There are some related posts on this issue, but no answers actually demonstrate the mechanics of how to accomplish the task that I could find. I want to compare two parameter estimates in a binomial ...
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1answer
134 views

Dummy variables to control for clustering

I have a panel-data sample which is not too large (1,973 observations). The unit of analysis is x (credit cards), which is grouped by y (say, individuals owning different credit cards). I cannot used ...
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38 views

Standard error/deviation of the coefficients in OLS

In OLS, the variance of the regression coefficients are computed as $$ \mathrm{Var}(\hat{\beta}) = \sigma^2(\mathbf{X}^\mathrm{T}\mathbf{X})^{-1}. $$ Now, if I need to compute the standard ...
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27 views

Meta-analysis of skewed data with low event rate (single-arm studies)

I am trying to pool the data from several single-arm studies regarding the re-infection rate of a certain disease using STATA. From each study, I have obtained the no. of re-infections, and the ...
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104 views

Caclulating standard errors for generalized least squares without raw data (just sample means and covariance)

I have a question very similar to the question asked here: is it possible to calculate standard errors (specifically, the standard error of the intercept) for generalized least squares regression ...
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30 views

R GAM: How to extract smooth effect of a binary factor

I have a simulated data frame of Poisson counts for two conditions (call them control and treatment. My goal is to get an ...
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8 views

Assesing the probability of error of an estimate given the standard error

Let $X$ and $Y$ be two random variables with a standard error between them of $\sigma$. Let $\{(x_i,y_i)\}_{i=1}^N$ be $N$ pair realizations of both random variables. Given $E>0$, what's the ...
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11 views

Clustering standard errors for respondents who move during treatment period

I am conducting an impact evaluation, but the question applies generally to any situation where observations move between cluster-units during the course of treatment. I am using robust standard ...
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39 views

Standard Error for Relative Frequency Distribution

I have a weighted distribution with weights $w_i$, such that: $$\sum_i{{w_i}}=1$$ I know that the mean is defined by: $$\sum_i{{w_i}{x_i}}=\mu$$ And that the unbiased variance is defined as: ...
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153 views

Standard error of regression coefficient without raw data

After searching here: Perform simple regression without raw data I am still curious about this. Is it possible to derive the standard error of a regression coefficient from summary data alone? ...
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29 views

Linear regression with faster decrease in coefficient error/variance?

Suppose we have set of variables $Y$ and $X$, which know are related by a linear relation $y_i=\alpha x_i +\beta$, and important for us is to find $\alpha$ and $\beta$ and the error in estimating ...
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49 views

Comparing within-subject z-scores (survey data)

I have some messy survey data, wherein one group of interest (cut on one self-reported behavior) rated every single attribute (7-point Likert scales) higher than any other group. I think this has ...
2
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1answer
56 views

Test Error less than cross-validation error-implications?

If the test-set RMSE error of a model is less than cross-validated RMSE error, how can I interpret this? Is this abnormal? Does it imply a mistake in the methodology?
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1answer
107 views

What is the simple standard error for MCMC?

Simply put: suppose that we have observed $X=\left\{ X_{1},\ldots,X_{n}\right\}$. We then need to calculate some statistic $T$ using MCMC, using $M$ loops (By "loops" I mean the number of times the ...
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37 views

How to 'sum' a standard error?

I have a monthly average for two values and a standard error corresponding to that average. The two values are the mean abundance of a spp of different sections of a plant. I need now a total ...
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1answer
53 views

Does standard deviation and its confidence interval consider the stochastic variability of data?

If we compute the standard deviation of a data set composed of a single feature and then compute its confidence interval, then can we say that these computations have considered the stochastic ...
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25 views

Standard error for aggregated proportions

In order to obtain confidence intervals for proportions I'm trying to calculate the standard error, but I'm having difficulty working out what N should be in a case such as mine. My data is such that ...
0
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1answer
37 views

Resources to understand why dependence is a problem [duplicate]

For many statistical procedures, it seems the observations must be independent. For example the observations within each group in a two-sample t-test must be independent for the standard error/P-value ...
0
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1answer
30 views

ratio of standard errors

Is there a general interpretation of the ratio of two standard errors, $\frac{se\left(\hat{\theta_1}\right)}{se\left(\hat{\theta_2}\right)}$ We want the standard error to be as small as possible so ...
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1answer
53 views

Using sample standard deviation to estimate the standard error

In single-sample hypothesis testing, we can collect a sample and test whether the mean of this sample might have been drawn from the same population as some hypothesised mean. We use the standard ...
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38 views

How to calculate the standard error of an odds ratio from the standard error of two logits?

For example, given two logits and their standard errors: Logit = -3.1435, SE = 1.6847 Logit = -2.7581, SE = 0.9081 I can calculate the odds ratio to be exp(-2.7581 - -3.1435) = 1.47, but is there a ...
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15 views

Computing a confidence interval, understanding the estimated standard error

I'm currently learning about estimators and confidence intervals. I thought I understood the theory so far but when I run a simulation it doesn't work. Here is my understanding: Suppose I observe $n$ ...