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 of estimate of variance

I am not understanding how is the standard error of estimates of two-factor factorial random effect model calculated ? For example , In the book Design and Analysis of Experiments , by Douglas C. ...
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2answers
69 views
+100

Standard error clustering under treatment assignment in groups of varying size

Basic setup: Unit of observation is the individual. Treatment (binary) is assigned on city level. Every state contains 4 cities, 2 get randomly chosen for treatment, 2 control. There are only few ...
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1answer
35 views

Standard Error for sum of two coefficients from separate regressions

I have two SEPARATE regressions (I don't know if they are "seemingly unrelated" or not): $Y_1 = b_1*X_1 + e_1 $ $Y_2 = b_2*X_2 + e_2$ I create a variable $c=a*b_1 + b_2$ . How do I find the ...
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15 views

How to consider propagated measurement errors and “statistical errors”

I come from an Engineering background, and I am familiar with some basics of error treatment. However, discussing with a friend over some data he had to analyze, we couldn't quite figure out what to ...
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1answer
14 views

Propensity score stratification: standard errors and p-values

While there are many tutorials on how to perform propensity score stratification, I was unable to find any example that showed the calculation of standard errors and p-values for the final estimate. ...
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11 views

standard error in two related linear regressions

I am new to constrained linear regressions and I was wondering the following: If I have two sample $n_1=10,000$ and $n_2=100$ which were measured on variable $y$. $n_1$ was only measured on the ...
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40 views

Standard deviation of sampling distribution of mean

If we take a sample and calculate the mean, we can calculate the standard deviation for the sampling distribution of the mean using this formula: $\sigma / \sqrt{n}$ But, how many samples do we need ...
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43 views

Relation between AR(1) and Vasicek model

The discrete time version of a Vasicek model is equivalent to an AR(1) model with opportunely chosen parameters, as showed in this paper: http://www.damianobrigo.it/toolboxweb.pdf. Following this ...
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4answers
64 views

How to plot algorithm runtime for huge input set?

Fo my bachelor thesis, I want to compare the runtime of two algorithms. The runtime is measured by letting these algorithms run for every value in a huge input set. This input set can be partitioned ...
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13 views

Mean of sample means from samples of different variances

Suppose I have three samples $x_i \sim \mathcal{N}(\mu, \sigma_b^2)$. I cannot measure the $x_i$ directly, so instead I estimate the value of each one by averaging $n_i$ draws from a distribution ...
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24 views

standard deviation of cross-validation error

I am using cross-validation to estimate the prediction error of my model. Using 10-fold CV, I obtain a bunch of metrics, including for example the MSE: ...
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16 views

Standard Error of dependent variable

I am estimating a regression where a variable depends on several lags of another variable, which represents some kind of shock. I have the mean and standard error of each of these lags, but I need to ...
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1answer
20 views

How to calculate standard error between means?

I would like to calculate what is $SE(\hat{x}-\hat{y})$ where $\hat{x}$ is the mean of the first sample and $\hat{y}$ is the mean of the second sample. I know the answer should come out as ...
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1answer
32 views

Usage of Plus-minus sign

I have a question concerning statistical conventions. I want to report the classification rate of a 3-fold cross validated machine learning experiment. Of course I report the mean and some measure of ...
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2answers
29 views

Average standard error

I have several measurements from the same population spanning over the course of several years, each year with its own mean and standard error (based on the same replicates at same location each ...
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0answers
32 views

How to calculate the SE of correlation from the covariance matrix in R?

If $\rho_{_X,_Y}=\frac{Cov(X,Y)}{\sigma_X\sigma_Y}$ is correlation between $X$ and $Y$. What is the Standard Error (SE) of $\rho_{_X,_Y}$? For example if: $\sigma_{_X}$ = 0.88, $\sigma_{_Y}$ = 0.44, ...
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1answer
62 views

Properly calculate mean and SE for meta-analysis

I want to perform a meta-analysis, for which I have data from 30 different experiments, each of them with two different treatments. I have three different types experiments based on how the data are ...
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0answers
10 views

Random Variable Decomposition Standard Error

I have a decomposed random variable $X$ into partitions $A_1,A_2,\dots A_m$. I know how to compute the expected value of X and the variance of X given the variance and the standard errors of $X$ ...
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18 views

Inverse probability weighting (IPW): standard errors after weighting observations

When using propensity scores for inverse probability weighting (IPW) the standard errors for the parameters in the regression model may be affected. I have seen several examples of people using ...
3
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1answer
59 views

How to calculate the standard error of a proportion using weighted data?

I know the "textbook" estimate of the standard error of a proportion is $SE=\sqrt{\frac{p(1-p)}{n}}$, but does this hold up when the data are weighted?
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1answer
33 views

Joint inclusion probability for Horvitz–Thompson estimator

There is a Wikipedia page for the Horvitz–Thompson estimator. It is an estimator for the population total. Unfortunately the page has failed to state the standard error. From here, the standard ...
3
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1answer
55 views

How to convert the standard error of the log odds ratio to the odds ratio standard error

I am using the log odds ratio (and its standard error) for meta-analysis. I want to convert back to odds ratio to write up the results... maybe i'm putting in the wrong search terms but can't find ...
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2answers
84 views

What is the standard error of the inverse of a known odds ratio?

I have an Odds Ratio of a:b ($OR_{ab}$) and I can switch it to the Odds Ratio of b:a by taking the inverse. $$OR_{ba}=1/OR_{ab}$$ I know the standard error of the original odds ratio ($SE_{ab}$). ...
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3answers
74 views

How to calculate SE of an odds ratio

If one is calculating odds ratio with a,b,c and d counts, I believe variance of log(OR) is given by var_log_OR = (1/a + 1/b + 1/c + 1/d) Hence one can calculate ...
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1answer
75 views

What is the standard error of the sample standard deviation?

I read from there that the standard error of the sample variance is $$SE_{s^2} = \sqrt{\frac{2 \sigma^4}{N-1}}$$ What is the standard error of the sample standard deviation? I'd be tempted to guess ...
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15 views

Calculate parameter standard errors when using E-M algorithm?

When using the E-M algorithm, how can we get standard errors for estimated parameters? If we were just maximizing log-likelihood, then hessian=-observed information, then we can get variance from ...
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21 views

Standard errors for population rates based on survey data

I have survey data that includes a random sample of emergency rooms in the United States. Each observation has a sampling weight that allows me to estimate the number of cases for a particular ...
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0answers
18 views

Standard error of a ratio of differences of estimates

I am interested in calculating the standard error of a ratio of differences of estimates, like so: $SE(\frac{X_2-X_1}{Y_2-Y_1})$ The s.e. of each difference is easy, ...
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8 views

Geometric Mean Standard Error [duplicate]

I read from wikipedia that the geometric standard deviation is $$\sigma_g = \text{exp}\left( \sqrt{\frac{\sum_{i=1}^n\left(\frac{A_i}{\mu_g}\right)^2}{n}}\right)\,, $$ where $\mu_g$ is the geometric ...
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29 views

t statistic for regression model with (possible) autocorrelation and heteroscelasticity

Looking at other questions at CrossValidated helped me so many times over the last weeks - so thank you guys! However for this question I was unable to find an answer or at least wasn't sure if ...
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0answers
17 views

Error bars for the fraction of two samples

I have two samples, lets say sampleA and sampleB. I have used jackknife resampling and obtained the error bars for each of the ...
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48 views

Correct Sample Size N in a Relative A/B Test with Binomial Variates

I randomly assign users to two distinct groups and track their return rate to the website (the return rate on each day for each group is simply $\frac{Number Of ReturningUsers}{TotalUsersOnDayZero}$). ...
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29 views

Confidence Versus Prediction Intervals using Quantile Regression / Quantile Loss Function

If you fit a quantile regression for the 5th and 95th percentile this is often described as an estimate of a 90% prediction interval. This is the most prevalent it seems in the machine learning domain ...
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Why do we need Bootstrapping?

I'm currently reading Larry Wasserman's "All of Statistics" and puzzled by something he wrote in the chapter about estimating statistical functions of nonparametric models. He wrote "Sometimes ...
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48 views

How to construct a 95% confidence interval without knowing the number of successes?

I apologize if this question has been asked before, but I did not see any similar. Problem: "A production line is supposed to operate with a mean filling weight of 16 ounces per container. Since ...
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1answer
48 views

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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0answers
64 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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1answer
59 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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14 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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20 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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1answer
24 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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22 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 ...
2
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44 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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1answer
40 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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26 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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24 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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50 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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1answer
28 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 ...
5
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106 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 (...