# 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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### What standard error should I use with correlated clusters in maximum likelihood estimation of multinomial logit

I have a dataset with 14 clusters. Each cluster is a time series of 80 periods with autocorrealtion, and I am doing maximum likelihood estimation of a structural multinomial logit model. I suspect ...
1 vote
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### Is it better to sample more time points or more replicates at constant sample size?

I would like to analyze my data with a linear regression: t*k = x x is my measurement with some error t is time I want to fit k as best as I can with the best ...
1 vote
36 views

### Standard errors for fixed effects having only the model estimates

I am trying to joint model longitudinal data with informative observation times. Taking the simpler case, where the outcome and time processes are associated through a random intercept, I already ...
1 vote
90 views

### Regression model with good p-values but bad error

Suppose there is some data and all assumptions for regression are met. I fit 2 regression models now: Case 1: Regression model where all coefficients have significant $p$ values but overall the model ...
18 views

### Standard error of the mean for a questionnaire?

I have the standard deviations and means of 7 questions of a questionnaire and also the sample size. How can I calculate the standard error of the mean of the total questionnaire? I know SEM is ...
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### R - Confidence intervals for proportion of zero in a stratified random sample

I'm putting together prevalence estimates and CIs for the results of a stratified SRS survey, for which I've already computed weights. The strata are 5 different regions, each observed over time, and ...
1 vote
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### SE and SD in a mixed ANOVA design

I have conducted a mixed-design ANOVA with a between-subjects factor (Group: Control Group  vs. Intervention Group ) and a within-subjects factor (Time: Baseline , Follow-up 1 , and Follow-...
30 views

### Standard Error of Truncated Fisher's z Transform

I have a question regarding data following the truncated Fisher's z-transform. I currently understand that the correlation coefficient data, after the unbounded Fisher's z-transform, has a standard ...
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### Clustering standard errors in panel data

I have a panel data with companies and years as panel indicators. My test variable of interest is the level of corruption in the country in which the firm is located, which is a continuous variable ...
1 vote
129 views

### How to understand this coefficient in a linear regression confidence interval?

I'm working on a situation (with computations made by someone not involved anymore), where we have a linear regression and a confidence interval (of shape given in Shape of confidence interval for ...
264 views

### In multiple linear regression does heteroskedasticity need to be evaluated for each predictor or just for the overall model?

If we want to make valid inferences about a simple linear regression estimator with one term, then homogeneity of variance of the residuals is a common assumption for making valid inferences. However, ...
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### How to report the standard error of a percentage?

I have a variable that is a proportion. Let's say it is the proportion of boys in a classroom. I calculate its standard error as well. Suppose the value and its standard error is $0.1512$, and $0.0341$...
1 vote
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### Why is the standard error of interaction different?

I would like to know and understand why an interaction in a linear model yields different standard errors than simple effects. Here is an example in R with $n=25$, no correlation between simple ...
31 views

### Estimating error rates from inter-rater reliability values

I have been tasked to approximate the error rate of a research procedure. The only data I have available are reports which specify the number of targets (n), the number of raters (k) and give pairwise ...
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### Triplets, Sampling Criteria and Variance?

Say I have a population size of 1000 students from schools in different towns (assume they are in the same class year, of mixed gender, same country/state). The mean, variance and standard deviation ...
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### fixest and glm iid standard errors for Poisson regression

I am trying to manually compute iid standard errors for Poisson regression via the fixest package. Unfortunately, I fail to match ...
167 views

### Is it more correct to say "bias of the standard error of the estimator" or "bias of the standard error of the estimate"

I understand an estimator is a "rule" (e.g., a function, say $g$) that produces an estimate ($\hat\theta$) of an estimand (say, a population parameter, $\theta$). My question: is it ...
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### Heteroskedasticity-robust standard errors computation by hands

Consider the following multiple linear regression model \begin{equation} y=\beta_0 + \beta_1 x_1 + ... + \beta_k x_k +u \end{equation} If the variance of the error is not constant for any value of the ...
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### How to know when to use non-parametric coefficient confidence interval estimates for regression?

Say I have either logistic regression or simple linear regression and I am not sure if I have a moderate number of observations, $n = 40$. How do I know when to switch to using a non-parametric ...
111 views

### Shouldn't we consider the difference in variance between population and a sample while calculating confidence intervals?

To comprehend the concept of confidence intervals, I came up with an example. I want to share it here for your better understanding what my question is all about. Suppose, we want to figure out what ...
23 views

### Weighted regression with no variance within cluster

Given a clustered data set with no variation within a cluster, shouldn't a regression weighted with the inverse cluster size give the same results as a regression with only one observation per cluster?...
25 views

### Hypothesis testing on a model's inference

I have the following situation, which I've mapped to an example below. At the conclusion of an A/B test done on a website I've a metric I care about. Let's assume its the number of users clicking on a ...
176 views

### Pooled Standard deviation of means

I am reading the book Statistical Methods In Online A/B Testing. I have two questions: 1] Please Consider the scenario, an A/B test in which the variance of A and B groups are assumed to be same, and ...
36 views

### How to construct the standard error for the sum of three parameter estimates corresponding to two dummy variables and their interaction term?

I have a simple multiple linear regression model with an interaction term, and I would like to construct a standard error to support interpretation. My goal is to construct a standard error for an ...
2k views

### How to calculate standard deviation when only mean of the data and sample size is available?

Many a times it happens that you get comprehensive data at a group level and you have to compare one group against another but you don't have the data points separated. In these cases, how do we get ...
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### What is the standard error of average cross validation error in elastic net or lasso?

I don't have any colleagues who I can ask about this so I must turn to my colleagues on Cross Validated. I am fitting a stacked adaptive elastic net regression and am having some trouble understanding ...
169 views

### How are robust standard errors applied in logistic regression

I have been reading up on robust standard errors and had a few questions regarding how their use in logistic regression. I have read here that heteroscedasticity is not an issue in logistic regression ...
1 vote
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### Confidence interval for standard deviation of means

I am doing some image analysis which involves: Creating a grid of square objects Calculating mean pixel values in each grid (m) Calculating standard deviation of the mean pixel values (s) Multiplying ...
1 vote
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### Is there any intuition behind the variance of the multiple linear regression coefficient?

The variance of the coefficients from a multiple linear regression are: $$Var(\beta_k|X) = \sigma^2(X'X)^{-1}$$ The single linear regression formula seems fairly intuitive with the denominator being ...