Questions tagged [standard-error]

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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Can a single SEM calculated across multiple reps and treatments be used to determine the difference between treatment means?

A little context: I'm looking at some articles and in most of them the authors report treatment means and the standard errors (SE) for each treatment mean (e.g., Treatment A = 100±10, Treatment B = ...
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Can a precision-recall graph have an error bar?

I have only ever seen a precision-recall graph with lines. Could a precision-recall curve have error bars? How would the error bar be computed?
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A/B Test Statistical Analysis - Margin of Error

We ran a number of tests (A/B 50/50 split) and replicated over five days, with five rows of results: (EXAMPLE DATA STRUCTURE) ...
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12 views

Calculate Error Variance without exact information (OLS)

so the formula for calculating the error variance in the ols model is: $σ^2=\frac{\hat{u}^T\hat{u}}{T-k}$. That would be easy to calculate in a practical example, where I have all residuals ...
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How does SAS compute standard error

I need help with estimated standard errors in SAS. I'm doing logistic regression of and I obtained the score, standard error, pd and lower and upper limit of confidence interval. I also computed these ...
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23 views

How to test significant difference of time-series data, i.e. the current data is significantly different from the past data

I am working on some data like below. The data have an increasing trend with big error bars. So what kind of statistical tool I can use to test if the current level of flux is significantly higher ...
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Getting standard errors after `esttab` in `mixed` regression [closed]

I am interested in the variance of a random coefficient, and it's standard error, of a mixed regression. Suppose I estimate as follows: ...
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28 views

How to calculate standard error from a 95% confidence interval

I am conducting a meta analysis and one of studies doesn't have the standard deviation so i've been stuggling to work out the standard error. CI's are of 95% I was wondering if I could calculate the ...
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How Do I Summarize To a Single Estimate After Bootstrap Resampling For Various Statistics?

It is relatively straightforward when I want to know about the coefficients, fitted values, residuals and residual standard error of my (ordinary least squares) regression models, especially if you ...
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Binned maximum likelihood estimation: 1-sigma area around measurements

I hope my question isn't too stupid or obvious. So I am supposed to analyze some data doing lifetime estimation radioactive elements, each data-point is poisson distributed. Using a binned log-...
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Standard error and confidence intervals of predicted survival rates for AFT models in R

I am trying to learn how to obtain by hand the standard error and confidence interval for the prediction of lognormal AFT models (e.g., 365-day survival rates), by the delta method. I know how to do ...
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How to manually calculate the standard errors of autoregressive terms and sigma in regression equation?

I have fitted a censored regression model in R which whose outputs look like this ...
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Found an expression I haven't encountered before

I was reading the book an introduction to statistical learning with R (http://www-bcf.usc.edu/~gareth/ISL/data.html), and came across this expression that I haven't seen before. Can anyone tell me ...
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In bayesian updating, how to keep precision matrix suceptible to data?

In bayesian updating, I want precision matrix, or standard errors to keep susceptible, if much data comes. I am considering bayesian updating of simple regresion, using conjugate prior of Normal-...
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Prediction Interval , Confidence Interval , Standard error

What is the relation between Confidence Interval and prediction interval and, standard error for a point estimate? Please explain with an example. As per my understanding, the standard error is a ...
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2answers
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Choosing error bars when the random variable has asymmetric distribution [closed]

I have a simulation data for a random variable $X$, and also a parameter $p$. I am plotting the average $\langle X\rangle$ vs $p$. Now, I also want to show error bars on the plot to show the spread of ...
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Using standard error of estimate instead of mean in a t-test?

I am pretty new in the realm of statistics of testing differences. I do know the basic t-test that tests differences of means (or against that of null effect) in which we use standard error of the ...
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Is it better to present the result of a $\textit{t}$-test as mean$\pm$SD or mean$\pm$SEM?

Is it better to present the result of a $\textit{t}$-test as mean$\pm$SD or mean$\pm$SEM (where SD is the standard deviation and SEM is the standard error of the mean) Let's say we have a sample of 2 ...
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21 views

How do I calculate standard error for mortality experiment?

I ran an experiment looking if injuries affect the mortality of crabs over 50 days. How do I calculate the standard error for days when crabs died in relation to the percent mortality? Say I start ...
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25 views

Can mean standard error be transformed and remain interpretable?

Suppose I collect a two random sample from separate populations Sample 1 has: $$ \bar{x}_1 = A \\ SE(\bar{x}_{1}) = C $$ Sample 2 has: $$ \bar{x}_2 = K \\ SE(\bar{x}_{2}) = N $$ I am interested in ...
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The relative size of the SE for ratios compared to the SE for means

Pardon a relative novice's question. I'm seeking a reference that describes, compares, and gives formulas for the standard error for ratios and the standard error for differences between means when ...
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22 views

standard errors for computing means via OLS regression

Suppose I have a variable $y_{i,t}$ which is say a well-being index for individual of type $i$ in month $t$. There are 2 types of individual, $A$,$B$, which are mutually exclusive, and three non-...
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Standard error for the difference between two predicted probabilities

Imagine a logit model with a continuous independent variable, a binary independent variable (the treatment) and an interaction between the two. In a first step, I want to predict probabilities at ...
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Calculating standard errors of non-OLS regressions in python and scipy [closed]

Scipy/statsmodels provides the ability to get a number of metrics from the output of an OLS regression model, a few examples of which (from statsmodels) are the following: ...
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Correctly representing uncertainty (standard error) of estimates plus variation between replicates?

Suppose I have each individual estimated value a standard error (estimated by fitting curves). And in each experimental treatment, I have 4 replicates (4 different estimated values). How do I combine ...
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Determining the standard error of a ratio of means [duplicate]

I hope that this request will make sense. I am not extremely proficient in these kinds of stats, so please also excuse my limited vocabulary. I have two datasets, we'll call A and B, and for each ...
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Simultaneous GMM estimation: standard errors of common coefficients

So I am estimating a production function based on Wooldridge (2009) GMM adaptation of preexisting semi-parametric, 2-stage techniques. One of the upsides of GMM is simultaneous instead of sequential ...
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why do lm() and plm() give different Std. errors when combined with vcovHC? And other doubts [closed]

I'm attending an introduction course to econometrics and I have to solve some empirical exercises with r, but I have some doubts. These two formula compute the same coefficients, the same std. Errors ...
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1answer
22 views

How to get rid of zero standard error values, missing t-values and p-values

I was running a couple of Tobit regressions on SAS. Surprisingly, I found that estimates from one model show 0 standard errors, missing (.) t-values and p-values. Why did this happen? What does this ...
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How to identify if standard error is stable?

I am doing some genetic simulations and I want to stop them when the standard error is "stable", i.e. the variation is not too high. The goal is to avoid wasting time and computational resources. I ...
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Inclusion of standard error in regression equation

$$ \begin{alignat}{14} P = 11&.32 &+ 0&.71 \,\text{PASN} &+ 1&.54 \,\text{DIS} &- 1&.02 \,\text{DIS}^2 &+ 3&.44 \,\text{FUEL} &+ 1&.36 \,\text{FIRST} &...
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How does one obtain a standard error estimate of the difference between a direct and conventional estimates in a combined list experiment?

Background Aronow, Coppock, Crawford, and Green (2015) discuss a "combined list experiment." For background, this is used when surveying questions that might be prone to social desirability biases. ...
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What will be the confidence interval(for below question) for 99 percent confidence level [68 95 99 rule] [closed]

Is the below solution correct....because the probability of obtaining a sample which would have the mean height of 70 will fall under the intervals calculated using the mean+/- 3(SD) [99% Confidence ...
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28 views

significance of difference smooths

I am working to understand what is represented by the standard errors and confidence intervals of smooths of ordered factors. In this toy example, I wish to determine (1) the overall form of the trend ...
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Are the standard errors in the coefficients of a linear regression corellated?

Lowly physical scientist here so please excuse my ignorance. I have a data set of thermal expansion coefficient, $\alpha$, against temperature, $T$ that I fit with a linear regression. From this, I ...
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MLE standard errors: complex from optimizing negative loglikelihood using fminunc

Does anyone know what goes wrong when fminunc in matlab returns a hessian of which the square root of the diagonal of the inverse hessian provides complex numbers? The complex numbers arise due to ...
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Standard Error of Maximum Likelihood Estimation [duplicate]

Can anybody tell me how to find numerical values for standar errors of the Maximum Likelihood Estimation of Binary Logistic Regression?
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Correct order for computing standard error of the mean of means

Good afternoon, I read some related questions but there is still some things I can't quite wrap my head around. Let's say I want to average some time series over X subjects, Y channels, and, ...
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Clustered standard errors in R

I have data on US states across 10 years connected with accidents. Traffic fertility is my dependent variable, independent variables are: age, alcohol consumption, rainfall, number of miles travelled ...
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Need clarification for different notations and corresponding formulas in Linear Regression

1) First of all, can anybody clarify, whether my notations correspond to the correct formula. As I found different descriptions/notations for different formulas, I tried to put these Information ...
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How to estimate the standard error?

I have to estimate this expression: $a=1- \mathbb{E}[D | Z=1]$. $D$ and $Z$ are binaries variables. I know that we can rewrite a as $$\begin{align*} a &= 1 - \frac{\mathbb{E}[DZ]}{\mathbb{P}[Z=1]...
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Estimating sample size needed to reach estimate precision (Bayesian CIs)

I want to estimate the required sample size to reach a specified width (precision) of the Bayesian credible intervals of the parameter of interest by using the standard error (posterior standard ...
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1answer
61 views

ARMA/GARCH estimation with standard errors

I want to estimate the parameters and standard errors of the following ARMA/GARCH model: $$y_t = a + by_{t-6} + cy_{t-8} + d\epsilon_{t-1} + \epsilon_t $$ $$\sigma^2_t = \omega + \alpha \epsilon_{t-1}^...
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Standard error for difference between two independent gains

I've calculated an effect size for the difference between two standardized pre-post differences of two independent groups of subjects. That is: $[Mean_{dif_{group~1}}/SD_{dif_{group~1}}]-[Mean_{dif_{...
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Multiplying with standard error for population estimate

I need to calculate a population estimate from slightly mismatched data. I have the average (±SEM) density of apartments in different areas of a city (2200±120 per km2, n = 12) collected in 2012, and ...
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39 views

Which formula for t-test is correct?

When Population variance is unknown and n<30 we use t-test. x=sample mean, u=population mean, s=sample standard deviation, In my book and on many online websites i found t-test formula to be t=(...
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Standard error ARIMA model

I have estimated parameters for a ARIMA model using the ML method. But now, I want to know the standard errors of these estimates. How can I calculate them? Thank in advance!
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Standard Error - estimator vs model

I need some clarification on what the meaning of standard error is, when considering a regression model. Is it fair to say that: The standard error of a regression coefficient (ie beta) is an ...
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48 views

Standard error or confidence interval of a weighted average

I am calculating a weighted average according to, $f = \sum_{x=1}^{3} a_{x} \sum_{i=1}^{10} d_{x,i}w_{x,i}$, where $d_{i}$ are the values being weighted and $w_{i}$ are the weights. $a_{x}$ is ...
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How does the TraMiner Package Calculate Standard Error Using Weighted Data?

The TraMiner Package includes an option to include sampling weights in the analysis. However, I haven't found any discussion in the package documentation (or associated user manual) of how standard ...