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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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 = ...
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1answer
16 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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23 views

Is RMSE = 0.91 considered good or bad for a dataset with 8222 values [closed]

I just performed Non-linear Ridge Regression, and in R calculated RMSE for my predicted and known values after performing 10-fold-cross-validation. The code below showed me RMSE to be 0.91 ...
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1answer
39 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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70 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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23 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
69 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
25 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
43 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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15 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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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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19 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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22 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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36 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
11 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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14 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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32 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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28 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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38 views

Chi-square testing with demographic data viable to compensate 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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12 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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26 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
35 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
47 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 ...
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1answer
17 views

Why are standard errors affected by choosing a reference group with a small N?

I am trying to understand why standard errors are negatively affected by choosing a reference category with a small N. Example Model: Logistic regression Outcome: Smoking (Yes vs No) Independent ...
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1answer
35 views

Standard error for intercept only model in probit regression

How do you calculate the standard error for intercept for an intercept only probit regression model? I was expecting the formula to be: 1 / sqrt(N * p * (1 - p)) where N = no. of obs, p = mean(y). ...
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14 views

How does a non-random sample limit Logistic Regression

I have been attempting to run a binary logistic regression and have come into some difficulties with it. The outcomes I have got are OK for odds ratio, but the space between the lower and upper ...
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1answer
19 views

Why square root for RSE?

Why should we put square root to get RSE ? what for?
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31 views

Why divide RSS by n-2 to get RSE?

Context: Simple Linear Regression, an intercept and a slope I have 2 question regarding this issue. Why should we divide RSS ? Why the divisor should be n-2, not n or n-1 ?
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31 views

Do I have binomial data, and how do I treat it?

I have field observations that are essentially presence/absence, but here are the details: randomly placed quadrats are divided into 10 squares. The field data recorded are the number of squares which ...
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50 views

Error in Linear Regression Parameters: Using mean measurement vs. all measurements

I have a set of measurements y taken at 17 different values of x, with 50 repeated measurements at each value of x. They follow a simple linear relationship y = mx + c, and I am fitting the parameters ...
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33 views

How can I obtain the standard errors of regression?

I know that $\widehat{\beta}_1 = \frac{\sum_{i=1}^n \left( x_i-\bar{x} \right) \left( y_i-\bar{y} \right)}{\sum_{i=1}^n \left(x_i-\bar{x} \right)^2} =\frac{\sum_{i=1}^n \left( x_i-\bar{x} ...
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41 views

Can you calculate a standard error from confidence intervals?

Specifically, can I calculate a standard error from an incidence rate with known confidence intervals but no population size data?
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55 views

Displaying mean +/- st. error or confidence interval on bar charts

When I look at scientific papers, bar charts I usually come to see are shown with mean +/- sem (standard error of the mean). As stated here, When standard error (SE) bars do not overlap, you ...
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1answer
31 views

Multinomial logit, standard and robust errors

I'm computing a multinomial logit model with Biogeme. Looking at the final results, it seems that some variables are not statistically significant when standard errors are considered. However, with ...
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1answer
38 views

What is the difference between standard error and margin of error and when to use which?

Will someone please explain what the difference is between standard error and margin of error and when to use which? I have not had luck finding a simple explanation on the differences anywhere on the ...
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11 views

Alternative of multiple regression

I am testing a model that has 1 continuous (5 items) non-normal DV and 9 predictors (IVs) out of which two are dichotomous (2 levels) and one is ordinal (3 levels). I am wondering what types of ...
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25 views

Standard Deviations or Standard Errors for Adjusted Means in ANCOVA?

I think it is standard to report standard errors (SE) for adjusted means after conducting ANCOVA. However, some people claimed it is more meaningful to provide standard deviations (SD) instead of SE. ...
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1answer
56 views

MCMC convergence, analytic derivations, Monte Carlo error

I'm trying to figure out some convergence statements on an MCMC example. The setup is: I'm generating data samples as observations from a (known) deterministic parameter, say $s$ (using a forward ...
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2answers
38 views

Calculation of the individual standard error of the mean for meta analysis bias estimation

I am trying to run the egger's test to check my meta analysis for publication bias. My data consists of a correlation effect size and a sample size from each study. I understand that the egger's ...
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16 views

Combining the standard errors of Cohen's Kappa computed for multiple rater pairs

In a study on intra-rater agreement with 8 raters, I have computed Cohen's Kappa for each of the raters and I estimated the standard error of each of the kappa values using the Jackknife method. To ...
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2answers
47 views

General Relationship Between Standard Error and Sample Size

Suppose I empirically estimate the standard error of some statistic to be 10% (perhaps I do this by bootstrapping). Now, I want to know how much I need to increase the sample size to reduce the ...
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Standard deviation of sample mean differences used as the basis for calculating standard error of the two samples

I came across this problem in the OpenIntro Statatistics (it is very free) textbook: Now, in calculating the t-statistic for the difference of means, the same book shows that the Standard Error in ...
3
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1answer
36 views

Why do t-test use standard error and not standard deviation?

Maybe this question is a bit stupid, but I don't fully understand why. Is it related with the fact that the SE takes into account the sample size?
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29 views

Modeling justification for no standard errors of random effect estimates in R mixed model packages?

None of the nlme, multilevel, or lme4 mixed effect programs seem to offer estimates of the ...
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1answer
156 views

Does the standard error of the mean approach 0 as the number of samples increases?

The standard error of the mean (SEM) is often given as $s / \sqrt n$, where $s$ is the standard deviation and $n$ the number of samples. Does this mean that if we were to calculate the SEM with more ...
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1answer
52 views

Simple logic with arithmetic in stats question [closed]

I'm unable to solve the answer for the question attached in the screenshot. According to my calculation the answer is 4. $\text{se}=\sigma/\sqrt{n}\\ \text{se} = 1/\sqrt{25} \\ \text{se} = 0.2$ to ...