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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Standard Error or Standard Deviation for error associated with averaging raster values within a polygon?

I am trying to measure uncertainty associated with a mean value for spatial data. I have: A polygon representing a spatial district. A raster dataset that was produced via a Random Forests model, ...
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GEE standard errors lower than standard errors assuming independence

I have a categorical dataset where the outcome is nominal (with three categories). There are 300 observations, and each individual contributes two observations to the dataset. When I analyzed the data ...
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Transforming contrast estimates to mean differences - how do SEs and 95%CIs change?

When we use Helmert contrasts (or any contrasts) in R, we get an output like this: ...
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calculating fit & se.fit after multiple imputation

The predict.glm method I usually use to calculate fit and se.fit doesn't work after multiple imputation. How else can I calculate these parameters?
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Difference between two SE formulas!

In my notes from the website edx, it says that standard error of a sample is sqrt(p*(1-p)/n) but a few pages later in another example, it says that SE is sqrt(np(1-p)). I don’t understand why is that? ...
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How are notches calculated for boxplots that represent non-parametric data?

I was interested in finding the theory behind the formula used to calculate where notches are to be placed in a boxplot to signify 95% confidence interval, which is median +/- 1.57*IQR/sqrt(n). An ...
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Problems with central limit theorem and bigger SE with bigger samples [duplicate]

It is said that “the finite population correction factor is used when you sample without replacement from more than 5% of a finite population. It’s needed because under these circumstances, the ...
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Estimate standard error of interaction based on stratified models

Is it possible to estimate the standard error of an interaction term based on summary statistics from the corresponding stratified regressions? For example, I am interested in the difference of the ...
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What standard deviation is used for calculating standard error?

I am studying about calculation of standard error. It's formula is : standard error = standard deviation of population / square root of n If we do not know the ...
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Looking for R's way of doing Stata's svy tabulate with “tab” argument [closed]

Stata's svy command allows to get standard error estimates from two way contingency tables and the tab(varname) option makes it ...
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Why should we compare estimates of generalized linear model with its corresponding standard errors?

There is one concept in Statistics that I don't feel clear, and I could not find it in textbooks. Why sometimes do people compare coefficient estimates with corresponding standard errors? Here is the ...
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SEs in multivariate regression

To avoid confusion, my question refers to multivariate regression as multiple dependent variables for the same set of independent variables. As far as I understand (see e.g., this question), the ...
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For regression: Are clustered standard errors(say specified correctly) only consistent, or both unbiased and consistent estimators?

Basically are clustering standard errors only an asymptotic argument or does it possess finite sample properties as well?
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Standard deviation vs standard error for constructing confidence intervals?

I've seen confidence intervals constructed using $\pm 1.96 *SE$ and $\pm 1.96*SD$. Sometimes, the SD is either the (possibly estimated) population or sample SD. When is each one used?
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MLR: Does scaling a predictor variable also scale the standard error of that predictor variable?

In MLR, say we have a predictor value $\hat\beta_1=0.5$ with $SE(\hat\beta_1)=0.25$. Say also that in our model, $\hat\beta_1$ represents how many inches you grow by eating 10 carrots per day. If I ...
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Insignificant terms in a regression model

Is it okay to include insignificant terms in the regression model if it increases the $R^2$ and lowers the residual standard error?
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Standard Error as an estimator

The Standard Error is said to estimate the true standard deviation of the sampling distribution of the difference in the sample means. But we also studied that estimators are calculated only for ...
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Why is Standard Error of Slope small when the data is spread out?

In the book " Introduction to Statistical Learning " , the standard error of the slope term of Linear Regression is given as follows : The book also says the Slope is more precise when the ...
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How to calculate mean and SD between $T_1$ and $T_2$ based on mean and SD from $T_0$ to $T_1$ and $T_0$ to $T_2$?

I am performing a meta-review about the transition of control in semi-automated cars, for which I am trying to retrieve specific means and standard deviations. I am not sure if I am using the right ...
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How to find a trusted average for a given population?

I am working on the following table: ...
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Correct way to combine 95% confidence interval bounds returned by a fitting routine with several measurements?

I am looking for someone to just confirm / double-check something for me with regards to errors on measurements. Let's say I am trying to determine the slope of a relationship by varying one quantity ...
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qnorm function in R. Using standard deviation vs standard error

I have calculated a Z value as below: ...
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Standard errors of parameters in hyperparameter tuning

I have a model with the parameters $\textbf{θ} = (\textbf{φ}, ψ)$, which I trying to estimate. There is an out-of-the-box solution for ML estimating $\textbf{φ}$ if $ψ$ is fixed. If I treat $ψ$ as ...
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Bootstrapped standard error of a metric created from different estimates and parameters

I am creating a metric $M$ out of two different regression estimates $(\beta_1,\beta_2)$ and a couple of parameters $(\theta_{Z1},\theta_{Z2})$ that are calculated from the data. $(\beta_1,\beta_2)$ ...
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Why penalized logistic regression doesn't provide Z value like in glm? [duplicate]

I have been employing logistic regression in my research using glm function in R. However, as the separation problem exists, I am now using firth penalisation through logistf package. I noticed that ...
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Standard Error of the Mean: Do I use the main dataset's SD, or the sample's SD?

There's a nationwide dataset of the average scores on test, by school (each school has one entry in the dataset). There are significant differences between the means and SDs among the states. A subset ...
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Where do the standard errors and t-values from linear regression against a categorical variable in R come from?

Suppose we consider the InsectSprays data frame in R, and we create a linear model lm(count ~ spray, data = InsectSprays. Looking at the regression table, we get ...
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variance of theoretical mean of y at given value of x in regression [duplicate]

Could someone tell me where I might find information on deriving the standard error used in confidence and prediction intervals of y at a given value of x on a regression line. I can't find anything ...
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What is the correct way to represent the variation around an average percentage?

This is an example of my data: I understand that the mean should be calculated by (Total number "Yes" / Total number of websites)*100, however I want to represent the variation around this ...
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Standard errors in linear mixed models

I'm trying to understand how standard errors for the parameter estimates are calculated in linear mixed models, and why I don't get the same output with different methods. I've made the following ...
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Standard error being same value for multiple means?

I have a question about the standard error (or standard error of the mean?) found in bar charts. I am doing a meta-analysis and calculating effect size using Hedge's G of data from multiple articles. ...
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Which sample standard deviation do you use for estimating standard error of the mean?

I know that estimating the standard error of the mean has the following formula: $${\mathop{\sigma}}_{\bar x}= \frac{{s}}{\sqrt{n}}$$ where s is the sample standard deviation and n is the sample size. ...
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How to best find standard error *across* linear regression fits?

So I have a scenario where there are $n = 8$ subjects, which are observed at 20 time points and having heteroscedasticity in their response. For example, consider the following: ...
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What is meant by “hypothetical” repetitions of a sampling experiment?

given this definition of standard error: "the standard error quantifies how much an estimator varies in hypothetical repetition of a sampling experiment" I just wanted to clarify exactly ...
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MLE: Standard error of function of parameter

Let's assume I'm fitting some arbitrary model via maximum likelihood. For simplicity let's assume I have only one parameter of interest, $\beta$. Let's choose a probit model to illustrate, with log-...
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Standard error of ratio for is per-unit quantity (denominator is quantity)

I am attempting to understand the distribution of per subunit cost to some physical objects, each of which has a different number of subunits (from 1-6). There are about 3000 such objects. The number ...
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What is the difference between using SDs away from the mean and SEs away from the expected value?

I've always learned about the bell curve concept as having units in SDs away from the mean. For example, if the mean is 5 and the SD is 2, then the curve is centered around 5, and, for example, a data ...
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What is the best way to show error bars of multiple measurements on multiple locations?

I am working with temperature measurements in multiple sites. For each site I have three different models, each providing ten temperature measurements: ...
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clarification about the standard error when sigma is unknown

So I am a bit confused about the interpretation of the standard error especially when the population standard deviation is unknown. What I've constructed from what I've read about it is that: the mean ...
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standard error in univariate logistic regression: is it just sample size?

I'm interested in understanding the standard error of a coefficient in logistic regression (calculated eg by MLE or bootstrap). If I only have one binary independent variable and a binary response ...
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Why is the sample proportion used to compute the standard error for a confidence interval?

In a population, there is a proportion $p$ that I want to know. I sample the population and observe proportion $\hat{p}$. It is very unlikely that $p=\hat{p}$, and what I want to do is say something ...
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How to manually calculate standard errors for instrumental variables?

I am working on statistical inference with instrumental variables (IV) following Wooldridge (2016) Introductory Econometrics, Ch. 15. I am using the Card data set (like the book), with wages as ...
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How to calculate standard deviation from large sample size, mean, and confidence interval?

I am conducting a meta-analysis and one of the studies doesn't have the standard deviation, only the CI and mean. The CI's are of 95%. The sample size is very large. I have tried to calculate by ...
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How to do Error in Variables regression with known standard errors

I need some help with EiV regression and comparison of two methods. I have used two different methods to estimate the size of the same population and would like to find out how good method 1 is ...
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What does standard error of the mean ACTUALLY show?

I'm brushing up on my stats, so please bare with me (and correct me) for any mistakes. I really hope someone can help me out! Let's consider two separate experiments that are designed to measure the ...
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How do the errorbars change when time series is mean subtracted?

I want to subtract the mean from my time series. Each data point has a corresponding errorbar. I calculate the mean by fitting a constant with a MLE estimation and estimate the standard error with the ...
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Standard error of difference in means: Adding variances vs. doubling the pooled variance

My question concerns the use of two different formulas to calculate the variance/standard error for a difference in means, as for example needed for a t-test. The textbook formula for the variance of ...
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How to calculate standard error for multiple bernoulli samples

I have the following data, which represent 4 experiments at different points in time each with N observations and S number of ...
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Why do R and SPSS give different SEs (complex survey with weights)?

My colleague and I are working with complex survey data (i.e., with weights). He is doing the analysis in SPSS, and I am trying to double-check his work, but I use R. We have a binary explanatory ...

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