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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323 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 ...
4
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4answers
88 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 ...
2
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1answer
17 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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0answers
16 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
23 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
25 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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3answers
78 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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0answers
16 views

How to get standard errors for parameter estimates from full model-averaged coefficients (with shrinkage) [migrated]

I'm using MuMIn to calculate parameter estimates in a model averaging procedure. Right now I want to compare parameter estimates from conditional vs shrinkage. I want to compare both parameter ...
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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
32 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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18 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
45 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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0answers
11 views

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 ...
2
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1answer
40 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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13 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 ...
2
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1answer
59 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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0answers
16 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
39 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 ...
3
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1answer
115 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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0answers
31 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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0answers
19 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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0answers
94 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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26 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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0answers
7 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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10 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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0answers
30 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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2answers
140 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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0answers
24 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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2answers
39 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
43 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?
4
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1answer
95 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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34 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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0answers
21 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 ...
0
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1answer
47 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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0answers
34 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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12 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 $n$ ...
3
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0answers
137 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. ...
5
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1answer
83 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
64 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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0answers
32 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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0answers
12 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 ...
1
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1answer
38 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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0answers
53 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
74 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
74 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 ...