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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What is Bootstrapping in statistics? How can I use it to determine error in the mean, variance, kurtosis and skewness of a data set?

From what I understood from searching randomly is that it has something to do with resampling. What does this resampling mean? Is it selecting random data from a distribution or is it getting data ...
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35 views

Standard Error of the ratio of Binomial variates

What's the right way to compute the Standard Error of the Mean of the ratio of two random variables that follow a binomial distribution? I asked a similar question here using Weibull distributions ...
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39 views

Standard Error of Ratio of Weibull variates

Assuming that I have 2 distinct random variables that follow a Weibull distribution, what's the standard error* of the ratio of these two random variables? Basically I have $X \sim \text{Weibull}, Y ...
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13 views

Indicator regressions: standard errors

Hi I am estimating a regression of Y on X where both Y and X are indicator variables, that is, they take values 1 or 0. The model is $Y=\beta*X+\epsilon$ (without constant). I use OLS to estimate the ...
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9 views

How would I average noisy data representing the noise using error bars?

I have data that was binned in a process that provides the average and standard deviation for the values in each bin. For some of the data, the variation between bins is significantly larger than the ...
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17 views

Standard Error for Weighted Values

I want to calculate the standard error for an experimental measurement. The data is stored as a 2D image which is circularly symmetric about a center point. To reduce the data we radially integrate ...
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16 views

Can you calculate descriptive statistics (SD, SE particularly) from percentages and ratios?

I'm a cell biologist and a lot of my data is expressed as a fraction (percentage) of the total number of cells in a single experiment in a number of separate categories (generally 5 or so). The number ...
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19 views

Numerical Approxmation of standard errors for parameter estimation in the EM algorithm

Generally, when you want to compute standard errors for estimated parameters within the ML framework, one uses the diagonal elements of the observed information matrix. In for instance ...
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26 views

Combining coefficients and standard errors from repeated models

In my current project I'm working with a previously developed linear model and asking how many training observations do I need to reproduce the model. The original model was developed with ~1000 ...
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21 views

How to calculate stnd error for sample proportion with finite population correction when N is a random variable?

A coworker in the health insurance field is pulling a random sample of patient charts who have attempted suicide for a standard government report. Every random sample requires manual chart review, ...
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8 views

How to calculate manually the standard error that is calculated by arima model in MATLAB?

ARIMA(1,0,0) Model: Conditional Probability Distribution: t Parameter Value Standard Error t Statistic Constant 0.00548119 0.00116167 4.71836 AR{1} 0.050221 0.0879246 0.571183 DoF 5.44522 ...
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12 views

calculating error for percent inhibition

I'll apologize in advance for leaving out pertinent information as I'm sure that I will. It has been a long time since I've devoted any time to statistics, so bear with me. I have 2 sample sets, a ...
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14 views

Standard error of Poisson and negative binomial regression

In Poisson and negative binomial regression, the response is assumed have Poisson and negative binomial distributions respectively. When we test the significance of the parameter $\beta$, which is ...
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88 views

Standard error of the combination of estimated parameters

I have two estimated parameters, $\beta$ and $\alpha$, and the standard error for each of the parameters. I want to find the standard error of the combined $\frac{\beta}{1-\alpha}$. The standard ...
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25 views

Large standard errors in IV regression [duplicate]

I am encountering very large standard errors of the endogenous regressor (bigger than the size of the coefficient) in the second step of my treatment-effects model (...
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14 views

Error calculation for survival analysis

I would like to get some support from you concerning the evaluation of standard error associated to survival analysis. I found out that the Greenwood formula can be derived from the Kaplan-Meier ...
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1answer
26 views

Compute test error and std of a model

I would like to do the following: Train a classifier on a certain dataset Test the classifier on a certain test set Compute the test error and standard deviation Compute a 95% confidence interval ...
3
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1answer
67 views

What is the name for this unintuitive result with OLS on a very “asymmetric” regressand, and how should it be addressed?

Say our sample consists of about a hundred Belgian (x = 0) and Swiss (x = 1) chocolate bars. We test them to see if they have safe (y = 1) or lethal (y = 0) levels of arsenic. As it turn out, 90% are ...
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19 views

Calculate Confidence Interval of Multiple Regression from Standard Error

From a multiple linear regression model I know the parameter estimates as well as the corresponding standard errors. I also know that the model is based on 96 data points. I'd like to calculate the ...
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25 views

Which Hessian to use to compute standard errors

Let that I have a data vector $\textbf{x} = (x_1,x_2,x_3....x_n)$ Say these are realizations of IID random variables having a common density $f_\theta$ Likelihood computed using $i^th$ observation ...
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70 views

Delta Method to Compute Standard Errors of Transformed Variables

I am estimating a a finite mixture model to identify proportions of four behavioral types using an experimental dataset. This dataset has data for 500 individuals and each individual has 30 tasks. In ...
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97 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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27 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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41 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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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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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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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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63 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
530 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 ...
3
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57 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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376 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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335 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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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
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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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29 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
36 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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46 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
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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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90 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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45 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
30 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 ...
0
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1answer
48 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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22 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
55 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 ...
2
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1answer
46 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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21 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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72 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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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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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 ...