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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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What are some issues with using robust standard errors when you do not need to?

I've been reading the web about this. Some text books mention one line in passing that it can violate some assumptions but never really say which ones. When googling I seem to get into a rabbit hole ...
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Why do we assume samples have the same variance when deriving standard error? [closed]

In all derivations I've seen of the standard error formula $\sigma/\sqrt{n}$, it is assumed all the samples in the sampling distribution have the same variance ($\sigma^2$). Why is it assumed they all ...
statataka's user avatar
2 votes
1 answer
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Why can the standard error of the weighted mean be smaller than the standard errors of the individual measurements?

I am combining two independent measurements with their respective standard errors using a weighted mean. The measurements are: It seems counterintuitive to me that the standard error of the weighted ...
Francesco 's user avatar
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What test should I use for Weighted Mean Proportions?

I want to know if the "weighted mean proportion" of a racial group in the organization (overall) is significantly different from the "weighted mean proportion" of the group within ...
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Estimation of population parameters on the basis of multiple samples regressions

I am working with a population of approximately 1 million subjects for whom I have repeated measures of expenditure (expend). My objective is to evaluate the link between 2 variables (let's say A and ...
Marc-Florent Tassi's user avatar
5 votes
1 answer
200 views

Clustered standard error - intuitive explanation

I understand that the standard error is standard deviation of the sampling distribution about some parameter, for example the sample mean or a coefficient in a regression model. I also know that when ...
jbuddy_13's user avatar
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Evaluating estimator of expected value plus variation

I know that for a typical, the estimator can be evaluated based on the mean squared error (MSE) of the predictions. How can I evaluate an estimator that instead gives a value that is the prediction ...
EarthTurtle's user avatar
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Uncertainty of mean

Assume I have $N$ measurements, each with error estimate $\delta$, i.e., $x_1\pm\delta,x_2\pm\delta,\dots,x_N\pm\delta$. What is the best way to estimate the error of the mean value $(x_1+x_2+\dots +...
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Specific indirect effects of a non-recursive SEM in lavaan

The structural equation model I am currently analyzing includes an indirect loop and I was unable to find a straightforward way to calculate specific indirect effects for it. A minimal example of a ...
mart109's user avatar
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How to cluster standard errors in R studio for mediation model?

I have a simple mediation model: IV: Experience (binary - yes1/no0) Mediator: Trust (5 point likert scale measure) DV: Offer (continuous, values can be anything between 5 and 15) Each respondent (ID) ...
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3 votes
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Bootstrap standard errors after multiple imputation

Following Rubin's rules for multiple imputation, I've calculated pooled estimates, group means in this case, with pooled standard errors. I checked this with a bootstrap and, assuming pooled standard ...
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Standard error and confidence intervals [duplicate]

About theoretical concepts... We use confidence intervals to do an inference to extrapolate results from study to similar sample. Is this true? Which is the difference between a confidence interval, ...
mdscience's user avatar
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Standard error of mean with varying replicates for batches

I have three batches of simulations and I calculate a specific property from these (not important for the question). I want to calculate combined SEM for these three batches Batch | #samples | ...
user412503's user avatar
7 votes
2 answers
130 views

What to show as error-bar if the bootstrap distribution is biased?

Say I have a sample, of finite size $N$, and I compute some statistic $\theta$ from it. I want to plot this sample estimate, $\hat{\theta}$, with an error-bar. To compute the error, I am using ...
Luismi98's user avatar
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Cluster bootstrap for standard errors using fixest

I am trying to estimate a model with fixed effects using feols from the fixest package. As I only have few clusters, I would ...
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binomial data, margin of error, standard error of a sample

Election season is coming soon, and polls frequently have a "margin of error" associated with their results (e.g. there are 2 candidates, and there's a survey, and candidate A is the ...
thanks_in_advance's user avatar
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Start of instantaneous hazard rate

I'm looking at survival of organizations, with survival in years. I want to produce an instantaneous hazard plot with a confidence interval. I first used pehaz from ...
swhalemwo's user avatar
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Standard error in two-sample T-test

Reviewing T-test basics and from a book (Hypothesis Testing, Jim Frost) the following plot is displayed. ...
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How to combine confidence interval (or standard error, or standard deviation) for the sum of 2 fitted parameters

I am fitting a linear mixed model with the equation: $$ y = \beta_0 + X_1 * \beta_1 + \text{random effects} + \epsilon $$ I use the model to compare difference of means between two groups, $X_1$ is a ...
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Confidence interval Standar Error of the Mean

I´m doing a repeatability study with 10 subjects that repeat 4 measures. Calculate Standard Error of the Mean(SEm) = SD(4 measures)/Sq(4), for each subject. Example: 234 226 239 244 Mean= 238 SEm = 2....
mdscience's user avatar
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How to derive standard errors of regressors in quasi-Poisson regression?

Suppose I want to relax a Poisson Regression to allow for overdispersion and apply a quasi-likelihood approach: $$E[y_i|x_i] = exp(x_i^T \beta)$$ $$Var[y_i|x_i] = \phi \cdot \mu_i$$ In other words, ...
Marlon Brando's user avatar
1 vote
1 answer
79 views

Understanding the question of "Find the 95% confidence interval of 100 coin flips"

I see this question all the time... Find the 95% confidence interval of 100 coin flips This is a classic data science or stats interview question. So, I believe you should use methods to find the ...
user2330624's user avatar
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0 answers
48 views

Consequences of ignoring correlation on standard error

I want to know the mathematical reason why between-individual standard error is under-estimated, and conversely, why within-individual standard error is overestimated if we fail to take correlation ...
user1211188's user avatar
2 votes
1 answer
100 views

System GMM yields identical results for any weighting matrix

I am estimating a system of seemingly unrelated regressions (SUR) in R. Each of the equations has one unique regressor and one common regressor. I am using ...
Richard Hardy's user avatar
2 votes
1 answer
61 views

SUR estimated via `systemfit` vs `sysGmm`: different standard errors

I am estimating a system of seemingly unrelated regressions (SUR) in R. Each of the equations has one unique regressor and one common regressor. I have two alternative implementations: one via ...
Richard Hardy's user avatar
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27 views

Calculating true/population standard deviation from bootstrap standard deviation/standard error

I am using the coffee_ratings dataset to do a proof-of-concept calculation to estimate the population (i.e., coffee_ratings) ...
OzkanGelincik's user avatar
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0 answers
21 views

Unable to get heteroskedasticity-robust standard errors for PLM "between" model

I am presently running a regression on a balanced panel dataset, where I observe +1000 individuals over a T=10 time period. Given that individual specific independent variables remain constant over ...
Mr42's user avatar
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4 votes
3 answers
124 views

Calculate $R^2$ given estimated coefficients and $N$ only

We have a simple regression equation $y=a+bx$, where $a,b$ were estimated via OLS -- we know these values. Suppose the number of observations $N=25$ is given. Is it true, that we cannot calculate $R^2$...
Vnature's user avatar
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Standard deviation of the mean for biased coin with all heads for first $N$ trials

Imagine that we have a biased coin but we only have $N$ trials to determine how much it is biased towards heads (we are resource limited in how many trials we can conduct). Say we assign a value of $0$...
j314erre's user avatar
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1 vote
1 answer
27 views

Is standard error the same as the "standard deviation of group means"?

I have an example code in python to make the question more clear. I have data from different groups (person1, person2, and person3) and multiple measurements for each group. I want to report ...
none's user avatar
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2 votes
2 answers
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Use of error bars around values indicating standard error

Would like to know what's the use of putting error bars indicating standard error and isn't it better to interpret with margin of errors ($±2SE$) instead? Does it make sense to put standard errors ...
Happy Cretine's user avatar
1 vote
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Standard error calculation for difference in means

In the case of two independent samples, the formula for standard error of the difference in means is given by : $$\sqrt{\frac{s_1^2}{n_1}+\frac{s_2^2}{n_2}}$$ Even though we are talking about a ...
Happy Cretine's user avatar
1 vote
0 answers
83 views

Standard Deviation and Standard Mean Error of measurement with uncertainties

It is well known that, given a set of $n$ values $Y_1, \cdots, Y_n$, its Sample Standard Deviation is $\sigma = \sqrt{\dfrac{1}{n-1}\sum_{i=1}^n (X_i - \bar{X})}$ and its Standard Mean Error is $\...
Bml's user avatar
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21 views

Expected standard errors depend on the underlying distribution in regression

I am investigating the effect of distributions of predictive variables ($x$) on their standard errors in regression. I thus programmed a little simulation to see how the standard errors behave. I used ...
POC's user avatar
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3 votes
3 answers
200 views

Which error bars to use when comparing only two subjects when many replicates?

I want to plot discrete time measurements made for two subjects, but where many cells were observed for each subject in triplicate. I think the experimental unit is the subject, so I should just get a ...
maglorismyspiritanimal's user avatar
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0 answers
19 views

How to use variance-covariance matrix to estimate the confidence interval of regression coefficient? [duplicate]

guys I'm interested in multivariate regression and I basically understand the maximum likelihood method to get the point estimation of regression coefficients. However, it still has not been figured ...
Tom Hsiung's user avatar
2 votes
0 answers
31 views

T-tests for differences of slopes of linear regression when intercept is forced through 0

I am looking to compare the differences in linear regression slopes between two datasets and at first I used a two sample t-test. However, when I force the intercept through $0$ for both regressions (...
Mitchell's user avatar
1 vote
0 answers
33 views

How to combine standard errors from multiple regressions over age

I have a dataset with the number of events (numerator) and population (denominator) by age and year. My aim is to calculate a growth rate for each age over the years with how much uncertainty there is....
RobShaw_UK's user avatar
1 vote
0 answers
19 views

Standard Error of a Mean of Standard Errors

I'm looking at a panel of observations where, for each column (15 sets of Y) in time series, I'm running individual OLS's to estimate each slope against a common (1) X variable. I now have the 15 ...
Mike S.'s user avatar
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1 vote
0 answers
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What to do if the standard error estimates for adaptive Lasso estimates are useless?

This is more of an advisory question. I am researching the performance of the adaptive Lasso on multidimensional GARCH MIDAS data under regime switching and other confounders for my bachelors. I know ...
mexx's user avatar
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2 votes
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72 views

Connection between standard error of OLS and Logistic regression

I know that for OLS: $y=X\beta+\epsilon$ with $\epsilon\sim N(0,\sigma^2)$, we have $var(\widehat{\beta}|X)=\sigma^2(X^TX)^{-1}$. For logistic: $y^*=X\beta+\mu$, where $\mu\sim logit(0,1)$, and what ...
orangecat's user avatar
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0 answers
16 views

How to explain my standard error of my ANN prediction

I have a question on how to satisfactorily explain the standard error of my ANN model. For background, I have an ANN model that predicts protein post translational modifications based on their GC-MS ...
hypermiler3's user avatar
1 vote
0 answers
28 views

Adjusting t-stat for rolling mean feature in time series regression?

Say we have a timeseries data $x_t$ and we are trying to predict $y_t$ with the following: $$y_t = \alpha + \beta f_t$$ where $f_r = \frac{1}{3}(x_t +x_{t-1} + x_{t-2})$. Now, your t-stat is $3$. How ...
user2330624's user avatar
1 vote
0 answers
25 views

Converting confidence interval to SE for Ln(rate ratio)

I have the following a data for a medical meta-analysis. The data is given as an annualized flare rate for the drug and placebo, and then the rate ratio (0.67) is presented with a confidence interval. ...
Yomna's user avatar
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0 votes
0 answers
24 views

Estimating Standard Error of the Mean Across Multiple Samples: Method Selection and Best Practices

I have multiple samples, each of size (n), and I'm exploring different methods to estimate the Standard Error (SE) of the mean. I understand there are several approaches, but I'm seeking insights into ...
Catfoxes's user avatar
2 votes
2 answers
89 views

Report standard errors and exact p-value

Is it necessary to include both standard errors and exact $p$ values in a result table? Or is an exact $p$ value enough?
Sangcheol Song's user avatar
0 votes
1 answer
49 views

How do I combine the error when multiplying a number by a proportion [closed]

I wish to know how many seals are in an area. Seals have been counted in a portion of the area, once each month over multiple years. Separately, several seals in the area have been fitted with GPS ...
Roger James's user avatar
1 vote
1 answer
59 views

How would one describe such irregular data?

The situation is as follows (physics based): I have an array (7) of pixel sensors (imagine phone cameras) and a ton (millions) of particles crossing them (very large N). Each particle crossing a ...
nyw's user avatar
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5 votes
2 answers
190 views

How can I calculate the weight of a study for meta-analysis?

I'm tasked with producing a forest plot for a meta-analysis but I've only been given the risk ratio, sample size and confidence intervals of the necessary studies. I think that I have to find the SE ...
user356816's user avatar
0 votes
0 answers
11 views

Comparing ratios of independent means by calculating SE difference – applicable?

I am conducting a study comparing the ratio of a mean number of vocalizations to the mean number of individuals across three treatments. For each treatment, I have the mean number of vocalizations (...
Yael Lehnardt's user avatar

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