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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How can I visually represent goodness of fit?

I did a multivariable, nonlinear regression. I submitted the results to a journal where most reviewers have no training in statistics. I received a peer review which describes the standard error of ...
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11 views

Standard error of event times as an estimate of event frequency (inter-arrival time)

I'm going to give a relatively lengthy description of what I'm trying to do before getting to the actual maths. The practical problem I'm trying to monitor for loss of events in a data pipeline. My ...
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1answer
31 views

Bootstrap vs Standard Estimation

Suppose I have an estimate (say an OLS coefficient), I can obtain its standard error using the standard OLS formula. I can also use nonparametric bootstrap and compute the standard error. My question ...
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12 views

Calculation of standard errors and confidence intervals in lme (nlme package) and jointModel (JM) package

Does anyone know how the standard errors are calculated for mixed models fit using "nlme" package and joint models fit using "JM" package? I am trying to compare the precision between mixed models fit ...
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13 views

ANOVA with standard deviation as the dependant variable

I have some experimental data collected from 5 separate treatments. Each group comprises a set of independent time series measuring the property I am interested in. The sample sizing (i.e. number of ...
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1answer
33 views

Figuring out which delta to use when calculating standard deviation

So I'm working on something for work where I'm trying to refine how we do our financial projections and one of the key components of that is determining monthly unit sales, specifically, what we're ...
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2answers
110 views

Using HAC standard errors although there might be no autocorrelation

I'm running a couple of regressions and, as I wanted to be on the safe side, decided to use HAC (heteroskedasticity & autocorrelation consistent) standard errors throughout. There might be a few ...
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15 views

Calculate relative standard error with binomial proportion?

If one has a rule that says, do not report an estimated mean if its relative standard error exceeds 30% as that estimate is considered "unstable"[1] or "reliable"[2] how does one deal with a binomial ...
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11 views

Finding Table of Standard Errors of Single Mean

I am using R to perform an anova analysis on model with a single factor (7 levels). I am interested in finding the table of means and standard errors for an balanced design. ...
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51 views

Standard error of mean - under measurement error

I have two observations of a normally distributed random variable: X1 = 0.02 X2 = 0.10 Obviously the sample mean equals 0.06, and the standard error of the mean (SEM) is equal to 0.04. Now things ...
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51 views

SE of a PSM with exact matching

I am evaluating and educational program with a PSM in STATA. Suppose that T= variable of treatment X= cofounders Z= variable with exact matching Y = output ...
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1answer
31 views

Is there a non-boostrap way to estimate confidence intervals for Kernel regression predictions?

Simple problem of estimating: $$ y = f(x) + \epsilon $$ Where I use your standard Nadaraya-Watson Regression to guess $f(x)$. This is relatively fast and works well even in an online setting. Now I ...
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12 views

How to report estimate standard errors of levels from a one-way ANOVA

I'm trying to report means of levels given a model. ...
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2answers
95 views

How can I compute the standard error of the Wald estimator?

According to Cameron and Trivedi Microeconometrics 2006, page 98-99, the Wald estimator can be written : $$ \widehat{\beta}_{Wald} = \frac{(\bar{y_1} - \bar{y_0})}{(\bar{x_1} - \bar{x_0})} $$ with :...
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19 views

Adjusting Standard Error for Imputed/Generated Regressors

This is my first question, so I hope this is a valid question. I am surprised that I have seen only few questions (and no answer helping me out) referring to the adjustment of variance estimators in ...
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1answer
36 views

Standard error of residuals v.s. standard error of regression

We know that in simple linear regression the variance of the regression error, $\sigma^2$, is estimated by $\frac {\sum_{i=1}^{n} (y_i - \hat y)^2} {n-2}$, i.e., the Mean Squared Error of the errors. ...
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26 views

How do I generate appropriate group-level coefficients and standard errors for my regression?

I ran a mixed logistic model testing the influence of group (two-level) on a binary outcome, and I want to report the group estimates and their SEs in graph. However, I can think of two ways of doing ...
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1answer
40 views

Relationship of the standard deviation of a distribution to a derived/calculated value of the distribution

I have a random variable $z$ for which I've calculated the sample mean $x = \frac{1}{n} \sum z_i$ and the sample standard deviation $s$. How can I calculate the standard deviation of $\frac{1,000,000}{...
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25 views

How can I combine a survey of a population and a survey of a sample of a population?

I have a question about combining survey results that involve a measure of a population and a measure of a sample of a population. Here is what I have: 1) In a given state, I surveyed recycling ...
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1answer
81 views

Error bars on bar graphs: Is reporting confidence intervals really better than reporting standard errors of the means?

I have heard this advice repeatedly however recently when I was looking at my own graph with CIs I had a panic attack because the error bars overlapped, yet my analysis told me the difference between ...
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1answer
20 views

Extracting Standard Errors for a combination of factorial predictors in binomial GLM

Suppose I run a binomial GLM (in R) with response variable [0,1] and 2 predictor variables that are both categorical. Let's call them a and ...
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16 views

Calculating standard error of estimate by hand

So i have the following $y = \beta_0 + \beta_1 x_1 + \beta_2 x_2 + e$ where $x_1$ and $x_2$ are dummies. We have 512 observation, 212 of obs have $x_1 = 1$, 345 of obs have $x_2 = 1$ and 84 of obs ...
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55 views

How do you obtain the standard error for a slope at a given data point, for curvilinear regression?

A distribution looks like this: modeled by an equation $y=1.0333x^2 - .5382x + 1.6905.$ Find the rate of change (i.e. the slope at that point of the regression equation) at point 6 (the x axis ...
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2answers
20 views

Standard Errors for 2X2 Regression

If we have two dichotomous variables variables and run an interaction constructing the means for each cell seems straight forward, but not the standard errors. I would like to use these standard ...
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19 views

Problem Calculating Standard Error

I have a set of individuals categorized into two classes as follows: ...
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12 views

Standard error for an estimate of invented statistic

I created a statistic that is the division of two proportions. Now, I wanted to compute the standard error, which I know how to calculate for each proportion: $$SE = \sqrt{\frac{\hat{p}\times(1-\hat{p}...
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1answer
22 views

zero estimate for value and std. error for mixed models in R

I ran an linear mixed effects model in r. The summary statistics for my fixed effects has estimates of zero but gives me a t-value and p-value (see variable Buffer_400 in image below). How do I ...
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1answer
43 views

Computing standard errors of regression model

Say I have the following regression model: $\ln\left(\dfrac{y_i}{x_{2i}}\right)=\alpha_1+\alpha_2\ln(x_{2i}) + \alpha_3\ln(x_{3i}) +e_i$ where I know the values of the regression coefficients and ...
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74 views

Calculating standard error in linear regression

I have seen in a couple of places that the following expression gives the standard error in linear regression: $$se = \sqrt{\frac{1-r^2}{N-2}}$$ where $r$ is the correlation coefficient. I was ...
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1answer
9 views

Variance of estimated sample mean

On Page 65 of the book - Introduction to Statistical Learning (https://web.stanford.edu/~hastie/local.ftp/Springer/ISLR_print1.pdf#page=80), I got a little confused on the Standard Error formula of $\...
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26 views

Applying finite-population correction to the variance-covariance matrix of regression estimates

How would one modify the FPC to apply it to a regression coefficients covariance matrix rather than the $\hat{\sigma}$ vector? The conventional FPC is used a scalar on the vector of regression ...
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1answer
73 views

Learning how to compute confidence intervals

Say we have tossed a coin $n$ times and have counted $s$ times of heads (success). So our estimated success probability for this binomial model is $p=s/n$. Now we are interested to compute the ...
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1answer
28 views

Linear AIgebraic interpretation of Standard Errors in ANOVA using R function

Background (can safely skip): I'm working towards some sort of computer illustration through a Monte Carlo, plotting, or linear algebra explanation, I don't know, of the effect of sample size on the ...
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1answer
56 views

Subsampling to determine a standard error, how does it work?

I need to calculate the standard error on a complicated dataset (> 1700 records) which uses genetic matching. Using bootstrap results in very high computation time (because of the genetic matching). ...
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16 views

How do I calculate the Confidence intervall for the regression coefficient? [duplicate]

Hello! I need to calculate the 95 percent CI for the regression coefficients (coef). Is it possible to simply do this by taking the values plus or minus 1.96 times its standard error (se(coef))?
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13 views

How well does sample average range estimates sigma?

Suppose there are m subgroups of n items each. The following practice is described by Montgomery in the construction of a $\bar{X}-R$ chart: Let $\bar{R}$ be the average range of the m subgroups. ...
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30 views

Can I obtain a mean difference from fold change data, number of participants and p values?

I have gene expression in fold change for cases vs controls. Therefore, below I have 4 times the gene expression of gene x in the cases compared with the controls. I have the number of participants ...
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24 views

Standard Error associated to a percentage variable over time

In a few words, I need to give an estimate of the error on several percentages that are varying over time. The related questions often seem to talk about percentage change, and this is not my case. ...
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11 views

Calculating SE for set of proportions with different sample sizes

Okay, so I have a data set where I'm measuring survival rates under different conditions. I have three treatments, control, pH 1, and pH 2. Each one has six replicates, all of which have different ...
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44 views

Understanding standard error of the mean

Wikipedia article about standard error It's clear to me that the formula $${SD}_\bar{x}\ = \frac{\sigma}{\sqrt{n}}$$ is equal to the true standard deviation of the sample mean, given that $\sigma$ ...
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1answer
15 views

error analysis in two-stage regression

Let's say I perform two 1st-stage regressions using $y = x \, \alpha + \epsilon$ and $w = v \, \beta + \ldots $ where $y$, $x$, $w$, and $v$ are vectors of length $n$. I obtain the regression ...
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30 views

Model fitting: relative importance of SE of regression coefficient vs adj. R squared when estimating accurate coefficient is only objective

My objective is to infer the magnitude of a particular coefficient ($β_5$ in the equation below) as accurately as possible. I'm trying to decide between two models: the first which has a lower SE (....
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18 views

Standard error of mean for overdispersed count data

I have count data from survey transects at several sites (typical n ~10). I am interested in whether the sample mean exceeds a threshold at [1-alpha]% confidence level (...knowing I have low power), ...
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34 views

Standard deviation vs Stardard error of sample mean

I am currently attempting to analyze some data, and it has been a few years since I have taken a statistics course, so I am a bit rusty at this stuff. I have a times series of 12 different sample ...
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34 views

Standard Error for Proportion of Successes in Monte Carlo Simulation

First note, this is for an assignment. I've been through all our notes, researched online and still unsure on this. We are asked to run a stochastic simulation where, at the end of each run, there is ...
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48 views

What testing method can be used with demographic data to compensate for possible non-response bias?

(Hello CrossValidated, first poster here, so please have mercy with any transgressions of mine!) For my thesis, I am currently researching the correlation between stance to organizational change and ...
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13 views

correlated errors and regression [duplicate]

When a linear regression model yields correlated errors it is claimed that the standard error of the estimators is under estimated. Can anyone give a proof of this fact? This is stated on page 94 of ...
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29 views

Plain words (non-mathematical) explanation of the difference between Confidence Intervals, Standard Error of the Mean, and Standard Deviation? [duplicate]

As the question states, I'm interested in the difference between CIs, SEM, and SD, explained in plain words (so as to be able to communicate it to people without maths/stats background). My current ...
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1answer
50 views

Can there be overdispersion in a logistic regression model where each observation represents a single Bernoulli trial?

A friend and I are having a dis-agreement about over-dispersion in binomial/logistic regression glm modelling. We have structured our data so that each observation represents 1 Bernoulli trial (so the ...
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1answer
69 views

Cluster definition in vcovHC

I'm running a regression in R's plm package similar to this post Clustered standard errors in R using plm (with fixed effects). I.e. panel data with fixed effects ...