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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9 views

What deviation to choose in the error of the mean? [on hold]

What is the error of the mean of several measurements, if each measurement has some error? When one does $N$ repeated measurements of a particular variable $x$, the resulting set of measurements ...
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1answer
29 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 ...
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6 views

Errorbars for barplot only in one direction in ggplot2 (R)? [migrated]

Is it possible to adjust errorbars in ggplot2 so that they are plotted only in one direction (e.g. only upwards but not downwards)? ...
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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
22 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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24 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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7 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 $n$ ...
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21 views

Finding standard error of beta coefficients in ridge regression using lambda

I need to get the standard errors of coefficients with Ridge Regression, by calculating the SE of the beta estimates after I choose the right lambda. ...
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1answer
63 views

Error bars on log of big numbers

I am calculating a quantity of the following form: $\mu = \log( \frac{1}{n} \sum_{i=1}^{n} e^{\phi(X_i)} )$ via MC. $X_i$ are iid and I can sample them. I want to give error bars\ confidence ...
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2answers
58 views

Margin of error for mean of group (when mean of each individual can't be calculated)

I am trying to compute the margin of error of a mean of a group. Suppose a have a population of 50 workers and I want to know how much I'm paying as a whole in salary for each sale they perform ...
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20 views

propagation of the error in the summation

I have a question regarding the propagation of the error during the summation. Please see the equation below. In this equation only quantity R has an error. How it will propagate to the final value ...
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10 views

Constructing confidence intervals for mean of means, using standard errors [duplicate]

Is it possible to construct confidence intervals for a mean of weighted means using standard errors? I have 4 different weighted means ($p_t = \sum_{i=1}^{n} w_ip_i $ where $w_i$ is the respective ...
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1answer
28 views

Maximum Likelihood Estimation and Standard Errors

Suppose, I have the following model: $$ Y = X^T\beta + u_t $$ where $u_t$ ~ GARCH(1, 1) with Gaussian mixture as error distribution (or even something more weird, like normal-inverse-gaussian and ...
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39 views

How to interpret asymmetric error bars?

I got this data from an unknown source and I was trying to understand why the error bars (which I think represent the standard error) are asymmetrical. Is it because the y-axis is on a log scale? The ...
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1answer
50 views

Added interaction term, standard errors inflated

I am running a simple regression of an index of cardiovascular health (Heart Rate Variability) on Age and Gender (as a dummy variable), n=430. I first ran: $$HRV \sim \beta_0 + \beta_1Age ...
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1answer
69 views

Why doesn't standard error for ratios have log in it?

The formula for SE of risk ratios: $\sqrt{1/a - 1/(a+c) + 1/b - 1/(b+d)}$ Where a+c is group1 and b+d is group2. Then for the ...
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9 views

Combining several variances, obtained from weighted mean and moving average

I have three questions 1: Can variances for different mean calculations be combined to obtain the combined variance? \begin{equation} S = \sqrt{s_1^2 +s_2^2 + s_3^2} \end{equation} 2: When using ...
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2answers
108 views

Standard errors of a two stage least squares regression, Stata

I use Stata. I am trying to replicate the ivreg output of a regression performing manually the first stage, predicting the instrument after the first stage and running the second stage regression with ...
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1answer
72 views

How can heteroskedasticity that is only contingent on omitted variables not effect the validity of standard errors?

In the textbook I am using (Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge), there is a description that goes, By explicitly stating the homoskedasticity assumption as ...
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1answer
28 views

How do I translate logistic regression output into logged OR (and SE) for meta-analysis?

I'm attempting to conduct a meta-analysis using (logged) odds ratios, I'm using the Generic Inverse variance method (Review Manager) as some of my studies only report odds ratios and CIs (not raw ...
3
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1answer
83 views

Confidence interval for a proportion

Let's say I want to built a confidence interval for a proportion ($p$). I have seen that many times this is made from the standard error: $p\pm 1.96\times SE(p)$ taking SE from ...
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23 views

How to interpret standard errors and t-values in error-correction terms?

When estimating a Vector Error Correction (VEC) model in EViews, the resulting output always shows the error-correction terms together with standard errors and t-values for the included variables, and ...
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1answer
52 views

SPSS - Calculation of confidence intervals in estimated marginal means of repeated measures ANOVA

I used SPSS to do a repeated measures ANOVA including one within- and one between subject factor. Let's say the between-subject factor is treatment group with levels treatment and control, and the ...
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19 views

Distribution of Standard Deviation of 2 Variable Linear Regression

Assuming we have a fit: $\hat Y= \alpha + \beta (X-\bar X)$ Such that: $Y_i=\alpha+\beta(X_i-\bar X)+\varepsilon$ The standard deviation of $\varepsilon$ is $\sigma$. Estimated in an unbiased way ...
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12 views

PROC LCA fail to calculate standard error

I am using PROC LCA in SAS to run latent class analysis on a dataset with 20 binary variables. However, I got such warnings: WARNING: The information matrix could not be inverted during standard ...
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12 views

Is this estimator for the standard error of a sample mean difference biased and what is the relation to Student's t-test?

In the situation of two indepdent samples, the variance of the difference in sample means $\bar{x}_1$ and $\bar{x}_2$ is $$Var(\bar{x}_d)=\frac{\sigma_1^2}{n_1}+\frac{\sigma_2^2}{n_2}=\sigma_d^2$$ and ...
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1answer
192 views

Why doesn't the standard deviation represent a normal distribution?

Why doesn't the standard deviation of a sufficiently large sample represent a normal distribution that we can make inferences from? Let me list my thought process, so hopefully someone can highlight ...
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1answer
47 views

Confused about the basics - distributions and standard error

I've spent some time trying to understand what it is that statisticians are doing when they get a point estimate, and relate it back to some population parameter. I can do the calculations and ...
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39 views

If the sample standard deviation and standard error are biased estimators, why are they still so useful?

The sample standard deviation and standard error of the mean are biased estimators for their corresponding population population parameters. As explained here for the sample standard deviation this is ...
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1answer
36 views

The difference between the standard error of the sample and the standard error of the mean value

I have an assignment that gives 48 counts of the same phenomena occurring over the same time interval. I am asked to a) Calculate the mean of the counts b) Calculate the standard error of the sample ...
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1answer
230 views

How to use delta method for standard errors of marginal effects?

I am interested in better understanding the delta method for approximating the standard errors of the average marginal effects of a regression model that includes an interaction term. I've looked at ...
2
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56 views

Confidence intervals for median

I have a distribution of samples with a small number of values in each one (less than $10$). I have calculated the median for each sample, which I want to compare with a model and obtain the ...
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2answers
34 views

Using variance from a Jeffreys prior in a Prevalence meta-analysis

I am doing a meta-analysis on a group of studies, where the observation is a rate (no. of successes / no of trials). Some of the studies have small sample sizes (n<10) and/or did not observe any ...
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36 views

Given a covariance matrix from a Linear regression, how do I calculate the standard error of the coefficients?

I have an OLS with autocorrelation in the residuals. I'm using python statsmodels, and found that there is the sandwich_covariance matrix, which can cal Reference to Newey-West covariance matrix: ...
2
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1answer
67 views

Is the convention for error bars to present one or two standard errors?

I am plotting error bars in ggplot2 with geom_bar and geom_errorbar. geom_errorbar asks for ...
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8 views

Tools for determining final error with mixture of correlated and independent sources of error

Preface: Not looking for an answer, but rather seeking an approach or set of approaches to deal with a complicated problem. Brief version: I have a single, analytical set of 3 equations with 8 ...
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29 views

Aggregating Standard Errors for Predicted Probability Estimates

I obtain predicted values from a logistic regression for a certain outcome (e.g., mortality) at the hospital level – the data is at the patient level – and need to compute the average across ...
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18 views

Few-clusters bias correction for cluster robust covariance matrix in random effects model

I'm currently working on some experimental data. Subjects are randomly assigned to one of two treatments. For each treatment I ran three sessions with 20 subjects each. In each session, participants ...
2
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1answer
91 views

Estimating standard error of parameters of linear model fitted using gradient descent

Given a linear model $$y = X\beta + \epsilon$$ we can estimate parameters $\hat{\beta}$ using two different ways - ordinary least squares (OLS) and gradient descent (GD). Both of them boil down to ...
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2answers
290 views

What causes non-normality of the error term in OLS?

In data, what causes the error term to be non-normally distributed in regression? Along the same lines, what solutions are there for non-normal residuals? For example, is it caused solely by a ...
3
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2answers
80 views

R - how to get standard error for a breakpoint/parameter in a piecewise regression

I'm new to asking questions here, so I hope this is a reasonable place for this. I am trying to fit a piece-wise regression. I expect my response (y) to increase from x0 to somewhere along x, then to ...
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2answers
57 views

Logit Standard Error

What is the SE of logit transformed variable $p$? $logit = \log\frac{p}{1-p}$ where $p = \frac{n}{N}$ Is it: $se = \sqrt{\frac{1}{n} + \frac{1}{N-n}}$
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16 views

Find the standard error in a two-tailed test without knowing the standard deviation

I have an A/B test and I need to find the standard error for each in order to compute the upper and lower bound at a 95% confidence level. The issue is that I don't have access to the individual ...
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1answer
50 views

Interpreting the value of standard errors [duplicate]

After computing the standard error of regression, my answer is 3.55 what does the value mean
6
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1answer
63 views

Selecting priors based on measurement error

How do you calculate the appropriate prior if you have the measurement error of an instrument? This paragraph is from Cressie's book "Statistics for Spatio-Temporal Data": It is often the case ...
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1answer
37 views

Does the calculation of error bars in lme4 require the Cosineau (2005) correction?

In Cosineau (2005) a method for calculating within-subject design error bars which removes the between subjects variance before calculating confidence intervals, error bars and so on is suggested. I ...
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21 views

Appropriate relative standard error interpretation/calculation

To estimate the proportional change from a reference value for a given covariate, I am trying to understand which method is more appropriate from an interpretation of the precision of the estimate. ...
2
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58 views

OLS standard error that corrects for autocorrelation but not heteroskedasticity

Question: By mapping the OLS regression into the GMM framework, write the formula for the standard error of the OLS regression coefficients that corrects for autocorrelation but not ...
5
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1answer
221 views

Why don't we use the unbiased sample variance to calculate the standard error?

The standard error is an approximation of the standard deviation of the sampling distribution of the sample means. The real standard deviation of the sampling distribution, $\sigma _{\bar x}$ is: ...
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13 views

logarithmic calibration and geometric mean - citation search

I have a logarithmic calibration line: MachineSignal = -3.21 log(concentration) + 21.9 It seems obvious to me, that if I have a triplicate measurement of concentrations (measured indirectly through ...