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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28 views

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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14 views

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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22 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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17 views

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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8 views

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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118 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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46 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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8 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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25 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
29 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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23 views

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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20 views

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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128 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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14 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
40 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
22 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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44 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
19 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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20 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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34 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
25 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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52 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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27 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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48 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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28 views

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
140 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
137 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 ...
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137 views

Implausibly small standard error

I have data of operation success of many doctors. I estimated a regression using Stata with fix effects on the individual doctors. I first ran the regression using robust option. The resulted t value ...
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28 views

Cheaper/faster method to estimate uncertainties than bootstrap

I'm using a genetic algorithm (GA) to estimate the minimum value of a likelihood function $L[x]$ which is too complicated to evaluate mathematically. This likelihood function quantifies the goodness ...
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34 views

Cross-validation prediction standard error

I am using leave-one-out cross-validation to evaluate a linear regression model. In subsequent analysis, I need three specific values for each observation: observed value, predicted value, prediction ...
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2answers
38 views

alternative formulas for standard error of a difference between two means?

I have a question that seems basic but I found two alternative answers online so I thought that I should ask for advice. I have an experiment where each subject makes decisions about target words in ...
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46 views

Adjusted SE vs SE in Dredge output R

I am using Dredge (MuMln package) for a general linear model. In the Model Averaged Parameters, what is the Adjusted standard error vs. the 'normal' standard error please? i.e. what is being ...
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37 views

How to calculate 'weighted' pooled/composite statistics for two given groups given group statistics

I have two sets of independent samples from the same distribution. For each, I have calculated sample weighted mean (u1, u2) sample weighted std deviation (d1, d2) sample weighted std error (e1, e2) ...
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110 views

How are standard errors affected in a multivariate regression?

Initially we have this regression: $$ \text{hourly wage} = 12.69 + 5.44\text{CollegeEducation} - 2.64\text{Female} $$ with standard errors of $0.21$ on $\text{CollegeEducation}$ and $0.20$ on ...
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1answer
63 views

I want to estimate the mean of a variable. I would like to reduce the SE by controlling for the noise introduced by another second variable

I have a data set with two variables, V1 and V2. V1 is a continuous variable, whereas V2 is a binary variable. I would like to estimate the mean of V1. V2 is known to be adding error to V1 (V2 being ...
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1answer
49 views

Is it normal distributed?

My Error's plot from a linear regression . Is it Normal distributted? If not, why? What that negative big bar means? The code used is: ...
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45 views

What if sample size is larger than population size?

I read something about standard error, which tells that sample mean is not accurate estimation because we do not sample full population of size N. But, what if sample size n = N or exceeds N, i.e. n > ...
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1answer
24 views

Self-study question on Margin of Error

I was attempting a self-study question on Margin of Error and managed to get the answer right. The answer key states 2.77, but I managed to get at 2.76. Close enough I guess. But I thought that it ...
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1answer
27 views

Calculate t without data set

How would you go about calculating test statistic t from a regression equation and the standard error of the slope?
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1answer
95 views

Robust OLS verus ML with sandwich estimator

If you compare the standard errors of the OLS coefficients with the White correction, versus the ML estimates with the variance estimated with the sandwich estimator, which standard errors do you ...
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2answers
50 views

Estimation of standard error

I was doing some self study and came across the following formulae for estimating standard errors: Formulae 1: Formulae 2: I understand that these two can all be used when the Population ...
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49 views

analysis of non-normal data

I collected some data on a species of goose called Brent Goose over the winter. A csv file of the data can be downloaded from Dropbox or imported straight into R with this code: ...
2
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1answer
82 views

Which error is displayed in an error ellipse?

I have some bivariate data and I have calculated the error ellipse in the following way: I have first calculated the covariance matrix and then to obtain the radii of the ellipse I have taken the ...
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1answer
129 views

Do Beta weights from regression have error terms?

I am looking at standardized regression weights (i.e., Beta weights). I was thinking of reporting the errors next to the weights in a figure, but upon some thought I was debating whether such errors ...
2
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0answers
70 views

Standard error of probability estimate

Take a look at Table 1 on page 268 in http://www.math.ku.dk/~rolf/teaching/thesis/DixonColes.pdf It says at the end of the previous page that the standard errors are computed "on the basis of an ...
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29 views

How to calculate standard errors of a non-linear model prediction?

I'm trying to understand how to show the prediction error of a model fit in R using the non-linear least squares function nls. Although there is an argument ...
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10 views

Newey–West estimator - Number of time observations needed

Are there some general rules, or Monte Carlo studies, that shows evidence of the approximate number of time periods needed to implement the Newey–West estimator?
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43 views

Standard error of a sum of two Poisson variables

I have 2 Poisson variables, I know mean and standard error for each. How do you calculate the Standard error of the sum?
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47 views

Finding multivariate clusters with survey data (in R)

I'd like to conduct a multivariate cluster analysis on data from the American Community Survey's PUMS microsample (individual level records). I've only performed cluster analysis before when there are ...