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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Calculating the Net Promoter Score for poll data on a 1-5 scale

From Wikipedia The Net Promoter Score is obtained by asking customers a single question on a 0 to 10 rating scale, where 10 is "extremely likely" and 0 is "not at all likely": "How likely is ...
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2answers
67 views

How to compute (or numerically estimate) the standard error of the MLE

I have a model for which I know the log likelihood function, the gradient of the log likelihood and the Hessian of the log likelihood. For given data I can compute the MLE using a generic optimizer ...
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25 views

Assuming the true mean

I've collected fluorescence data from some bacterial cells. Each cell has a gene in it which can be induced to fluoresce. However, even without being induced, the gene will still fluoresce a little. ...
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1answer
27 views

Adjust standard errors for within correlation

I am trying to replicate a table and in one of the notes it's written that 'standard errors are adjusted to account for the within-analyst correlation of the observations' I am running my regressions ...
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3answers
51 views

Analytic or sample standard deviation with binomial data

I've been looking for recommendations on whether it's better to use the sample standard deviation (SD) for a binomial distribution or use the analytic SD (or variance). It's for experiments with ...
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9 views

Standard error for expected value [duplicate]

I have a computer simulation from which I get a sample of values of some microscopic quantity $X$, i.e. $\{ x_1,\ldots,x_N \}$. I'm interested in estimating the expected value of $X$, i.e. $E[ ...
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19 views

Mean squared error / Max error squared

I'm use this metric for variation that is similar to CV, but it is guaranteed to be on a 0 to 2 scale for positive numbers, where 2 is "all over the place" and 0 is "perfectly even". Since its ...
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10 views

error on truncated rms

I am computing the RMS of a sample to estimate the standar error $\sigma$ of the underlying distribution (for simplicity let say a normal distribution $N[\mu$, $\sigma$]). $ \text{RMS} = \sum_{i=1}^N ...
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Proper back-transformation of lognormal standard deviation to find confidence intervals around a mean [duplicate]

I want to determine the 95% confidence interval of a mean. I logged-transformed my data in order to achieve a normal distribution. Several observations contained 0, so I changed these to 1 so that ...
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32 views

Standard error of mean for a distribution with two dependent variables

I want to calculate the mean and standard error of the mean for the amount spent per person visiting a store. Most people don't buy anything, so the distribution looks like this ${\rm P}({\rm ...
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31 views

How does Standard Deviation (Error) change with sample size change in this scenario. Explanation needed for a nonprofessional

I have this question that I want figured out. A person's Blood pressure was taken 4 times,the mean of these 4 observations came out to be say 120mm of Hg And the SD was 2.5. Now we have taken 4 more ...
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Obtaining Standard Error of Weighted Averages using Bootstrapping?

My problem is finding a way to estimate the standard error of a flow-weighted mean concentration. The FWMC is computed by summing the years flow * concentration measurements and dividing by the sum of ...
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32 views

$R^2$ equal square of sample correlation [duplicate]

I?m having a hard time proving that $R^2$ is equal to the square of the sample correlation between $Y$ and $\hat{Y}$. Every book I search tells me that's very easy, like verbeek. They just state that ...
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19 views

Piecewise linear / spline regression: explaining changes in standard error

I have a model to estimate the effect of gas prices on a dependent variable Y. In the piecewise linear regression model (Gujarati 1995, p.519), I included a dummy ...
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40 views

Sum of Variance or Standard Error?

My end goal is to present the average travel time for a corridor and the standard deviation (or standard error) of that travel time. I'm not sure what to present to be statistically correct, here is ...
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47 views

Interpreting coefficient errors in regression from uncertain population

I'm working on some regressions for UK cities and have a question about how to interpret regression coefficients. In a typical regression, one would be working with data from a sample and so the ...
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1answer
78 views

Should you report variance of asymmetrical data, such as ratios?

I have measured the time taken to solve a problem by algorithm $X$ and by algorithm $Y$. It takes a quite long time, so I have only 10 data for each algorithm: $$ X : ( x_1, x_2, \dots , x_{10}) \\ Y ...
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1answer
80 views

Error on interquartile range

How can I compute the error on the interquartile range of a sample? By error I mean its std deviation (e.g. error on the mean = RMS/sqrt(N)). The sample is from a unimodal distribution, similar to ...
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1answer
57 views

How to calculate standard error of sample quantile from normal distribution with known mean and standard deviation?

I know that the standard error of the mean for an iid sample is calculated as $$\frac{\sigma}{\sqrt{n}}$$ However, assuming a normal distribution with known mean and standard deviation, how do you ...
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1answer
55 views

Do you need to report the standard error of the mean when the sample is the population?

The other day, my tutor told me that whenever a mean value is reported, the standard error of the mean must be reported alongside. But surely this isn't always the case? For example, let's say we ...
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2answers
133 views

Standard error of the sampling distribution of the mean

I found an equation that says the standard error of the sampling distribution of the mean is: $$\sigma_{\bar{X}} = \sigma \cdot \sqrt{\frac{1}{n}-\frac{1}{N}}$$ And when the population size is very ...
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35 views

How would I factor study design into relative risk?

I'm comparing various conditions versus some disease for a large stratified/clustered dataset which purports to account for the entire population after weighting -- hence the use of RR instead of OR. ...
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1answer
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Does the standard error assume the mean is the centre of the distribution?

In statistics we can calculate a mean of a sample and the standard error of the mean. Let's say the mean of a sample is 2 and the standard error 1.5. If we repeatedly sampled from this population, it ...
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How do I account for within-subject variance to produce the standard error of the mean for different between-subject groups?

I have a mixed design with 25 subjects each with 4 repeated measurements in each of three different between subject treatment groups (total n=75). I want to produce the standard error of the mean for ...
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28 views

Which statistics to use calculating prediction interval of dummy linear regression?

I have performed a linear regression and found a model of the form: $$ \hat{Y} = \alpha + \beta_1 x+ \delta_{high} + \delta_{low} + \epsilon\\ $$ Where: $\beta_1$ is a continuously distributed ...
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How to calculate the standard deviation from a normalised value?

I have 2 data sets (I have more but for simplicity lets say I have 2). Data 1 0.15239652 0.145848036 0.175981261 Data 2 0.417902092 0.342696648 0.354871141 I ...
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How to compute Newey West standard errors and t-statistics

I'm currently trying to use Newey-West standard errors accounting for Heteroskedasticity and Autocorrelation with the sandwich package in R, but i lack understanding as i can not fully grasp the ...
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1answer
137 views

Calculating effect sizes and standard errors for the difference between two standardized mean differences

I have two related questions, both of which are related to a meta-analysis I am performing where where the primary outcomes are expressed in terms of the standardized mean difference. My studies have ...
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0answers
50 views

Standard error on median for exponential distribution

I am trying to find the standard error on the median, $\sigma_\tilde{x}$, for a sample, $X_i$, of a population whose pdf could be modelled as $\lambda e^{-\lambda x} $ if normalized. To make sure we ...
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12 views

How to select an error/weight for two-dimensional binned data?

Beginning with noisy data vectors $\mathbf{x}$ and $\mathbf{y}$, I have binned the data to vectors $\mathbf{x}_b$ and $\mathbf{y}_b$ of length $N_b$ with fixed linear ($\mathbf{x}_b^i - ...
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27 views

Standard Errors of Transformed Variables

I am carrying out an MLE where some I use a log transformation on the variance parameters which are being optimized. When I calculate the standard errors (se) the se of the transformed variables is ...
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1answer
31 views

Standard error of difference of estimates

I have two (non-independent) OLS-parameter estimates each with its own standard error. I'm trying to find out what the standard error of the difference of the estimates should be. Can anyone help? Is ...
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Relative importance of variables?

The following output is given: The task is to state, which variables, among thoses that are statistically significnat at 0.05, have the greatest and least relative importance on the fitted model? ...
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Standard Error of the Correlation Coefficient

As defined here, the estimation of the coefficient of correlation is $$r = \frac{\Sigma (X_i-E[X])(Y_i-E[Y])}{\sqrt { \Sigma (X_i-E[X])^2 \Sigma (Y_i - E[Y])^2}}$$ and the standard error of $r$ is ...
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137 views

Any alternative way to compute standard errors for maximum likelihood estimates?

I am dealing with an example stated in here. Given the same data in the above link and following a parametric bootstrap method suggested in here, I computed the standard errors for maximum ...
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15 views

How do you calculate standard error in a Dickey-Fuller test?

So in everything I've found, they tell you have to calculate $\rho$, or how to test for confidence interval for it. What I am trying to figure out is how to calculate the SE which would get us our ...
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1answer
51 views

R GMM - Error in solve.default(x$v, gb) : system is computationally singular: reciprocal condition number

I'm having the following problem estimating something in GMM in R. I have created a "Hello World" below. In principle, I would not need GMM to estimate the parameters, but I want to use it to obtain ...
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1answer
24 views

Use of standard error of the mean when the components are not identically-distributed

Let {$X_1$, ..., $X_n$} be a random sample of size n in which the different elements are measurements drawn from $m$ different populations with different distributions. From the Central Limit Theorem, ...
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1answer
49 views

Coefficient standard error of zero in quantile regression

I'm currently experimenting with quantile regression of a strongly right skewed outcome variable y on a 3-category exposure x (values 1,2,3). I wanted to model the .2, .5, and .8 quantile, using the ...
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1answer
22 views

Discrepancy between coefficient and mean difference in predicted values of logistic regression

I'm using a poisson-binominal logsitic regression model to analyze a list experiment (item count technique) where the outcome variable is a binary response of the respondent to a sensitive item (e.g., ...
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21 views

Obtaining the Standard Error of Weighted Data in SPSS

I'm trying to find confidence intervals for the means of various variables in a database using SPSS, and I've run into a spot of trouble. The data is weighted, because each of the people who was ...
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36 views

MCMC Standard error

I need to make a simulation to calculate the integral of a pdf $f(x|D)$ over a region $T$.That is, I need to evaluate $$\int_T f(x|D)\; dx$$ to do this, I just defined the function $g(x)=1$ if $x \in ...
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1answer
27 views

The impact of rescaling a predictor on the standard error of the corresponding coefficent

I am trying to form a polynomial regression model using SVD linear model. As the predictor at a large degree goes too large, say x6, I first scale it down if the mean of x6 is over a threshold and ...
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66 views

R - Post hoc comparisons in 2x2 ANOVA unequal sample sizes

I have a 2x2 between-subject design with (slightly) unequal cell sizes. Hence I chose to use the anova(lm(...)) function so that Type 1 SS are used: ...
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31 views

MC Standard Error for Metropolis Random-Walk Algorithm

I need to calculate some integrals using MCMC with Metropolis Random-Walk Algorithm. To decide the value I will accept as my integral, I will calculate 5 simulations of MCMC with size 2000, but I ...
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59 views

Cluster-robust Standard Errors

acoording to paper http://cameron.econ.ucdavis.edu/research/Cameron_Miller_Cluster_Robust_October152013.pdf on page 4 the “failure to control for within-cluster error correlation can lead to very ...
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How to reconcile SAS hazard ratio standard error with actual value

I am trying to replicate the "C3 Contrast" (Output 66.3.7) at the bottom of: http://support.sas.com/documentation/cdl/en/statug/63962/HTML/default/viewer.htm#statug_phreg_sect048.htm I am able to ...
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62 views

Changing the variable you omit due to the dummy variable trap

I've got a quick question. The practice exam on which I have the question is linked below and its the first question As you can see, column (3) and (4) on the table are both the same except the dummy ...
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3answers
149 views

Standard error in linear regression

Lets say I run a simple linear regression. The coefficient estimate is 2, the standard error of the coefficient is 0.5 and the t value is 4. Am I right in saying the standard error is being used in ...
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1answer
154 views

Logistic regression: Strange standard errors from glm() in R

To my surprise I found that standard errors and thus Wald confidence intervals became smaller when I removed the intercept from a simple logistic regression model, using ...