# Tagged Questions

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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### Required sample size and degrees of freedom for a VAR

I have read in many textbooks that as the ratio between the number of coefficients to be estimated in a VAR and the number of time periods increases above a certain threshold, estimation becomes ...
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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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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 ...