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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34 views

The difference of Standard Error between glm(y~x, family=poisson(link=identity)) and optim() in R

I'm executing the following program glm(y~x, family=poisson(link=identity)). I can't understand the difference of SE from glm(y~x, family=poisson(link=identity)) and optim(). Please give me some ...
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Overview Standard Error Correction in Time Series / Panel Literature

In microeconometrics, the time component is usually short (meaning that $T$ is fixed in $t=1,\ldots,T$). Serial correlation is here usually just seen as a negligible issue affecting the standard ...
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What is the estimate of $\mathrm{Var}\left(\frac{nM}{X}\right)$ where $X$ is hypergeometric?

Consider the classical capture-recapture method, where we are to estimate the number of deer (say) in a sanctuary. So a certain number of deer is captured, tagged and released. Then a random sample is ...
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How to interpret the results of this conditional model?

I have a conditional model such as: y= b0 + b1*a + b2*previous1 Previous1 contains all the measurements of ...
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33 views

Why is the denominator of z-score for linear regression coefficients called standard error?

In machine learning and linear regression applications, the z-value is given by the following formula: $$z_j = \frac{\beta_j}{\hat{\sigma}\sqrt{v_j}}$$ where $$\hat{\sigma}^2 = \frac{1}{N-p-1}\sum_{...
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multiple regression coefficients - Standard error of intercept

I am implementing an R-type summary() function in python with the restriction to exclude use of scientific libraries. (assignment) I found this https://www.nd.edu/~rwilliam/stats1/x91.pdf material ...
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Standard error in multiple regression

I want to calculate standard error of y-intercept or constant term in the multiple regression equation $Y = b_0 + b_1X_1 + b_2X_2$ I found the formula for standard error estimation of co-efficient $...
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Does a lower standard error of coefficient in linear regression means a better sampling method and a reliable coefficient?

Considering the following senario: We want to user linear regression to find the relationship between two variables x and y. Since we can't access the population, we need to use some sampling method ...
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HAC Confidence Interval in Interrupted Time Series

I have a dataset about quarterly deaths over the last 18 years (Q1 2000-Q4 2018). In Q3 2004 there was a policy change which might had lead to an increase in the number of deaths. I fitted an ...
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How to build standard error and confidence intervals from Buckland variance estimator after variable selection

In this paper https://www.sciencedirect.com/science/article/pii/S0167947307003957 it is shown how to build an estimator of the variance of estimates computed after variable selection. It evaluates ...
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Standard error of the $n^n$ bootstrap means

I need to show that the standard error of the $n^n$ bootstrap means is $SE^*(\bar{Y^*}) = \frac{S\sqrt{n-1}}{n}$, where $\bar{Y^*}$ is the sample mean of a randomly drawn bootstrap sample, and $S^2 = \...
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Calculate unbiased standard errors for a regression from latent factor correlations

I have a SEM where various latent variables are correlated with each other. I want to use a subset of these correlations to run a regression. This can be done easily enough to find point estimates, ...
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Calculating the standard error of difference in proportions from paired multinomial variables

I have a data set where respondents are placed into one of four categories at two time points. I've worked up an example in R. ...
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Link between different standard error formulas

I am currently going through "Introductory Econometrics - A modern approach" by Wooldridge and have a question about the standard error formula. The textbook gives the following equations as an ...
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What is the purpose of the generalization error bound?

I could not understand what is the purpose of the generalization error bound, why do we need to calculate it?!. How does the generalization error bound work with 1-nearest neighbour algorithm ?. Does ...
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Who “invented” the standard error of the mean?

I need the earliest available source. I already searched statistic books of Andy Field, Bortz & Schuster, Rasch & Friese, Wikipedia, Google and I asked 3 colleagues who teach statistics.
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What is the difference between population standard deviation, sample standard deviation, and standard error?

Sorry for the rudimentary question, but I just want to make sure I understand everything well conceptually. I understand how we get the standard deviation of a population. My questions are as follows: ...
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Estimate the error variance and weights

I have been given an assignment to: Write R code to estimate of the error variance at each of the four possible air velocity/voltage combinations.Does it seem that the constant variance assumption is ...
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How is the standard error used in calculating a Tukey HSD defined and calculated?

I am looking at someone else’s published data where they report treatment means and then a single standard error value across treatment means. I want to know if certain treatments are significantly ...
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Do I calculate standard error and coefficient of variation before or after subtracting background?

I have a data set of absorbances, which were used to calculate %CO2 (micrograms CO2-C per g soil per hour) in an experiment measuring respiration (CO2 output from soils). I have to subtract the basal ...
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1answer
38 views

Relationship between measurement precision and the precision of the mean of repeated measurements [closed]

Measurement precision can be improved by measuring the same quantity multiple times and taking the average. In other words, the average of several measurements of the same thing is more likely to be ...
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How to calculate the precision of the mean of univariate time series data, based on the precision of the discrete measurements it consists of?

Assume that the precision of the measurements is fixed and independent – each discrete measurement has the same degree of random error, and is independent of all other measurements. For example, ...
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Std. err. of the difference vs std. err. of the mean of the difference: analogy to unpaired vs paired t-test?

Say we have this: ...
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1answer
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Minimum number of trials per participant to assess within-group variability

I have a design in which participants can look at a correct or wrong picture (nominal dependent variable) as a function of between-subject age group (3 levels) and within-subject task type (2 levels). ...
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Estimating the uncertainty on a single sample drawn from a Poisson distribution

Consider the following example section of a time series, which shows a continuous signal in voltage, and a discrimination threshold. Each time the signal upwardly crosses the threshold counts as an ...
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Standard error of beta: n-1 or n-2?

My stats book (Gerstman's Biostatistics for Public Health) has the following formula for the confidence interval of the slope parameter beta. The formula indicates that the denominator for the SE of ...
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CNN models comparison [duplicate]

I coded a 38 layer CNN and 8 layer CNN but there's something wrong in my 38 layer CNN, which doesn't learn anything. Not able to fugure out what's wrong. They were trained on CIFAR.
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Which statistic is this (if any)?

I apologize in advance for the somewhat long description. Which statistic is the following (if any)? Let's say we have 100 colleges, each of which has conducted a survey of its students about ...
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How to produce synthetic (fake) data knowing the correct fit parameters?

For cross-checking purposes, if I want to check that a NonlinearModelFit performed in Mathematica is producing the correct standard errors, I would need to produce simulated data based on the fitted ...
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How to define the estimated standard error

I cannot find a proper definition of estimated standard error. Suppose $$X_1,\cdots,X_n\sim Bernoulli(p),$$ then $$\hat{p} = \dfrac{1}{n}\sum X_i$$ is the ...
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Why are my fitted coefficients so well-determined? [closed]

I have a dataset of $N$ points each with some different value $y$ I try to fit the data to the form $a\cos(2\pi t)+b\sin(2\pi t)+c\cos(4\pi t)+d\sin(4\pi t)+e$. When I'm looking at the standard errors ...
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1answer
48 views

standard error of the estimate for each feature?

I am reading a book in which it gives a linear regression example with multiple features, and it talks about standard error of the estimate (SE) for the weights of each feature, as shown below but ...
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LOOCV and one-standard-error rule

I have a question concerning the one-standard-error rule when doing leave-one-out cross-validation. firstly, my summary of the one-standard-error rule: When using cross-validation or validation the ...
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Maximum Likelihood with Experimental Data: Standard Errors and Standard Deviations

Suppose we have a set of experimental data $\{(x_i, Y_i, S_i)\}_{i=1}^N$ where the $x_i$'s are our measurement points, the $Y_i$'s are the mean value of the response $y$ over $m$ experiments at $x_i$, ...
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Is there a way to get a confidence (score or interval) on the prediction of the VW logistic model?

I am working on a problem with large and sparse data set. The logistic regression predictions using VW are satisfactory. Now, to improve the performance of the system I need to be able to tell a ...
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27 views

Standard errors for Composite Marginal Likelihood

I am estimating a multivariate ordered probit model using a composite marginal likelihood (CML) approach. In other words, I replace the full likelihood function by a surrogate likelihood constructed ...
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comparison of two biased coins, flipped by biased observers

We have 2 coins that we don't know whether they are biased or not. M observers, each flip each coin N times and get fraction of heads to total flips of $p_m^1$ and $p_m^2$. Therefore, for each coin i ...
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1answer
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How to calculate / correct Standard Error or Confidence Intervals for bounded scales?

When conducting an experiment, often the data collected is interval or ratio, and as such unbounded. However, when attempting to make inferences about the population, reality often provides us with ...
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The statistic t for linear regression with robust standard error

I need to calculate the statistic t (without any softwares or this sort of things) for a linear regression with the robust standard errors already computed. I know that in order to get the t statistic ...
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1answer
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Basic T stat question

I missed this on a quiz and wanted to know if somone could explain it to me so i understand it for the final! thanks. I know its probably a really simple quesitons. With a coefficient estimate of .8,...
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1answer
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Standard errors of parameters in IRT

DeMars's Item Response Theory makes the following claims about parameter estimation in 3PL models: The standard error of $b$ (difficulty) will be smaller when there are more examinees with $\theta$ (...
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Is there a known connection between correction factors (from calibration) and standard error in estimation (in survey sampling)?

I have a response dataset that is very far from representative. The sample was drawn SRS. Some population groups are much more likely to respond than others, so calibration (to known population totals)...
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Interpretations of negative confidence interval

Let's say I measured the weights of 50 chickens from my family farm, which keeps 1000 chickens. The sample mean is 5 kg, SEM is ± 3 kg, and the 95% confidence interval is 5 ± 3 * 1.96 = -0.88 kg to 10....
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Sigma interpretation in panel probit model

I am struggling interpreting sigma in a random effect panel probit regression and why is this term strongly significant. I understand all the others results from the regressions. I used the ...
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1answer
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Interpretations of time-series data with standard errors

I have plotted time-series data on estimates of pollutant emissions superimposed with standard errors of the means. See the figure below. In reality, quantities of emissions should be non-negative. ...
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Likelihood of an observation for a small sample size

I am trying to understand how much an observation is compatible with other data, given that the sample size of this other data is very small ($n=5$). In practice, I have several measurements: $x_{1},...
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1answer
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What is the point of calculating a standard error?

Say I simulate from a normal distribution $N(\mu, \sigma^2)$ 10.000 times using a couple of different methods. I can calculate the standard error as $s/\sqrt{10000}$ where $s$ is the sample standard ...
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Calculating standard errors for long-run (cumulative) multiplier in a Distributed Lag model

I have a distributed lag model of the form: lm(wellbeing ~ temperature + temperature_lag1 + temperature_lag2 + time + individual, df) where I'm interested in ...
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1answer
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Meta-Analysis - Calculating SE from given ES

I have the following problem. I am trying to conduct a meta-analysis and I have an effect size estimation of some unpublished studies. Unfortunately, I don't have the Standard Errors for the mentioned ...
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Should the standard deviation vary along the curve?

I need to draw the error bars on a curve. in the images I have seen that this process is done, the bar lengths change from point to point. but when I do for my curve I get something like : I am ...