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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 errors on parameter estimation using OLS with autocorrelated residuals

I have always thought that the practical issue of using OLS with autocorrelated residuals was that the coefficient estimates tend to be inefficient, "the standard errors tend to be underestimated (and ...
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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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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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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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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 ...
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Tukey Kramer and the reduction of type one error

I hope everyone is doing well. I understand that the Tukey Kramer reduces the chance of getting a type 1 error by using a pooled variance. That pooled variance then gives you a lower standard error ...
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predict important markov chains(paths to an event) with confidence

I need help in validating my current approach as well as find any alternative approaches I could use in order to tackle issues like below. I have a dataset like below and I need to find important ...
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Standard Error over the mean: a valid 'modified coefficient of variation'?

At my work, we have used a 'modified Coefficient of Variation', defined as the Standard Error over the mean, and I wanted to ask if there is any statistical justification for this. We are interested ...
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Newbie wondering about standard deviation and how to detect outliers in new datapoints

So I have a dataset, with the count of records processed per day in each, e.g. | 27th April: 3491 | 28th April: 2058 | 29th April: 9321 | 30th April: 1021 I want to be able to take a new day's count ...
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central limit theorem: do we care about standard deviation within one sample of size n? [duplicate]

I'm learning applications on Central Limit Theorem and got really confused with a few points. Think of an example of applying Central Limit Theorem: We have a whole population of 10 billion items ...
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How to find the standard error of a sample of measurements each with their own uncertainity

I have a scale that has a resolution of +-0.01 grams. I have assumed that it has a standard error of +-0.005 grams. I would like to measure the mass of an Samsung INR18650-30Q battery. I would like to ...
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How to calculate the standard error of a slope in linear regression model? [duplicate]

I got a formula: $$ s(b_1) = \sqrt{\frac{1}{n-2}·\frac{\sum{(y_i-\hat{y}_i)^2}}{\sum{(x_i-\bar{x})^2}}} $$ , is this correct? and how can I calculate the standard error of the intercept? I am ...
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How exactly can I get sampling distribution of means for calculation of standard error?

Let's denote population by $ N $ and sample with which I want to make inference about $ N $ denote by $ n $. Let's assume I have already collected $ n $. Now I want to get means for sampling ...
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what is the difference between Standard error of the means vs Sampling error?

I am confused after learning about the different terms. I understood Standard error of the means to be the Standard Deviation of the sample means, whilst Sampling error is the Standard Deviation ...
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Standard error of estimation - Statistics

I have 2 sets of data X and Y for results of an exam. X - [some random exam result for exam x] - Number of data for x is 110 Y - [some random exam result for exam y] - Number of data for y is 130 ...
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Is standard error a function of population standard deviation?

I was watching a lecture video on hypothesis test from Khan Academy. At 4m 26s of the video, the lecturer defines standard error. Here he says that 'We don't know the standard deviation of the ...
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overall variance of different time signals

I have two sensors mounted on two appliances and they measure a variable in the time domain every 1 second. Now for the course of 1 hour, I want to make only one error bar that contains both signals....
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Calculating standard error of coefficients in segmented regression

I know this is kinda stupid question to ask here but just to make sure that I am doing this correctly, here it is anyway: Consider the following equation resulted from segmented regression: $$\hat ...
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Standard Error/Confidence Intervals for a Difference-in-differences analysis

I'm attempting a 'difference-in-differences' analysis of a health policy intervention. Scenario: Health clinics are paid for the percentage of eligible patients who they give the right treatment to. ...
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Standard errors in fixed effects regression using R

For my master thesis, I want to examine the relationship between consumer credit loans and house prices in Norway after a policy change in mortgages from 2017. To do this I've set up a pooled (...
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SAS and R gives different standard error when fitting Tweedie model

I would like to fit a Tweedie GLM to the data. However, even though PROC GENMOD from SAS and glm() from R gives the same coefficient estimates, they give quite different standard error. What it the ...
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Standard error of conflated and uncorrelated events

If we have n, uncorrelated random events, the standard error of the mean would be : $\frac{\sigma}{\sqrt n}$ Now lets think in a little different way. If each event contains a pair of variables which ...
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Questions about standard error

We are trying to create a table of standardised effects and standardised errors to compute for a meta-analysis. And I had a few questions around this Can you get a standard error for pearson ...
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Calculating standard error for each omnibus effect in an ANOVA

This is the output of a regression of a continuous outcome variable on two categorical predictors: group (placebo vs active) and ...
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How to calculate summary limits of agreement?

I have made a forest plot including multiple studies assessing agreement using Bland and Altman plots between values measured by two different methods. However, most studies only reported mean ...
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Different standard errors from ivreg and ivregress 2sls commands

In stata 15, I accidentaly used the command ivreg without specifying 2sls. In the output, it declared that 2sls was being used so I proceeded. However, later when double-checking my results I used the ...
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Do error bars give information about the dispersion of the raw data from the study?

Do error bars give information about the dispersion of the raw data from the study? If data in a graph has standard error bars will this provide information about the dispersion of the raw data ...
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Estimating panel-robust standard errors for a weighted 2SLS estimator

I am trying to estimate the panel-robust standard errors of a weighted 2SLS estimator. Stata can compute. However, the documentation does not really explain how. Do you know the formula or how to ...
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For binomial success / fail data, how to calculate if the time since last success is out of the normal range

Struggling to figure this out. I have data sets that are essentially ObjectId, Date, Pass/Fail (1/0) The data is normally daily. What I want to figure out is IF the number of days since the last ...
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Standard error of individual groups in a multinomial distribution

Let's say I have a sample of data from a multinomial distribution with 10 categories. I want to determine the error in my estimate of the % of observations that fall into each of the categories. ...
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How do I cluster my standard errors in a triple differences approach with two clusters?

I am trying to estimate this following triple differences regression in order to test for parallel trends in the difference in differences: My treatment is binary (it is a law that was passed in one ...
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Prove property of a confidence interval

How does one go about proving the characteristic of a confidence interval that: A 95% confidence interval means if you were to randomly sample the same way 1000 times and create 1000 confidence ...
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Standard Error of the cumulative value for time series

I have two time series, as in the picture below. The data was gathered experimentally. A practical example could be a measured mass flow rate, where I measure the mass flow rate over a certain time ...
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Interpreting the margin of error when it is larger than the sampled proportion

Say that I have a population of $N=500$ individuals, and I'm sampling $n=60$ of them for a certain characteristic which is expected to be quite rare (say green eyes). In my sample I find out there are ...
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Confusing simulation result when looking at Standard Errors

Say from some normal distribution, $N$, a sample is pulled of length $n_1$. From that sample, the sample mean and the standard error of the mean are calculated ($\sigma_\bar{x_1}$). Many additional ...
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Obtain SE or 95%CI from 95% limits-of-agreement (Bland and Altman)

I am updating a forest plot with studies reporting the agreement between blood values extracted from two different sampling sites (from arteries and veins). I use review manager 5.3 (Cochrane) which ...
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Distance from expected error versus distance from expectation

Model 1: percentage from expectation We have a time series forecasting model that makes predictions every 15 minutes. As a first stab, we classified all those points that were 50% larger than our ...
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Should log-log relationship of relative std.err. vs. sample size always be linear?

I am seeing a strong linear relationship between log-log plot of number of samples vs std.error of the mean estimate. As far as I can tell, this is expected (e.g. link). Since std. error is calculated ...