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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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Average of sample covariances [duplicate]

I have K datasets, each with N variables and M samples and assume they are coming from the same multivariate normal distribution. I am interested in estimating the covariance matrix. Now it can be ...
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Understanding STD, SEM and CI

Trying to understand the difference between std and sem: ...
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1answer
28 views

Standard error of a proportion on a 2 x 2 contingency table

Why on a 2 x 2 table such as where $p = \frac{a}{a+b}$ the standard error of $p$ is $$\left(\frac{(a+c)(b+d)}{(a+b+c+d)^2(a+b) }\right)^{1/2}$$ ?
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Standard error or standard deviation?

I'm trying to self learn some topics in Statistics by reading Statistics by David Freedman. There is something that I cannot understand regarding the standard error. I have been reading in Google ...
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Standard Error of a function of ML estimators

The background of the problem is as follows: Suppose $X_1,...,X_n \sim U(a,b)$ independently where $a$ and $b$ are unknown parameters and $a < b$. Let $\hat\tau$ be the MLE of $\tau$, where $\tau =...
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How to calculate the standard error of ratio of two AUC

Please can anyone help me with this! I hope my explanation is going to be simple: This is the data I have: I only have access to the aggregated data as below. the first column is the time points a ...
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intriguing standard errors for categorical predictors in mixed effects logistic regression

I am looking at the influence of three within subject manipulations (Condition, group and delay - all contrast coded) on binary (yes/no) responses. Given the repeated-measures design, I fitted a ...
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Calculate standard error for very large number of observations [closed]

I have a very large dataset (with > 2 million simulated values). I want to compute standard error for this dataset. To do that, I divide the standard deviation by square root of number of observations....
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Standard error of $\widehat\theta_1 + \widehat\theta_2$

I am working on some sample questions, and I came across one I have no clue how to answer. How do Standard error of $\widehat\theta_1$, $\widehat\theta_2$, $\widehat\theta_1 + \widehat\theta_2$, ...
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Standard Error of Mean Survival Time in Parametric Model

How do I estimate the standard error of the mean survival time under a parametric model? For instance, under the exponential model, we assume that the survival time $T \sim \text{Exp}(\lambda)$, with ...
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Intuition behind White's Estimators/ Heteroscedasticity-consistent Standard Errors

For a medical study I am trying to understand the intuition behind heteroscedasticity-consistent standard errors. I know that it can be used, when in OLS regression residuals are heteroscedastic. By ...
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Standardized differences between means in R?

There is data on a sample of 1,216 students that I'm missing, but I know the means and standard deviation of some key demographics on them. I have a subsample (120 students) with the means and ...
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How does R handle standard errors for fixed effects regression with partially time-invariant regressor?

I'm running a fixed effects regression in R, with four FE strata. I have an independent variable, x, that varies within two of the strata, but is invariant within the other two strata. My ...
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Standard error from Hessian matrix when likelihood is used (rather than Ln L)

I understand that at MLE point, the inverse of the Hessian matrix can be used as approximation of V-Cov matrix: ...
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Obtaining Standard Errors in Optim() in R [duplicate]

I'm using a maximum likelihood estimation and I'm using the optim() function in R in a similar way as follows: ...
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1answer
29 views

Standard error for sum of estimated parameters

A basic query. We are doing a meta analysis where we are gathering estimated relationships from a series of papers. Each of these studies estimates two parameters of interest say b1 and b2 and reports ...
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proc logistic : Standard Error displayed in the “Analysis of Maximum Likelihood Estimates”

I have a question about the Standard Error displayed in the “Analysis of Maximum Likelihood Estimates”. Usually I see researchers paying attention to the OR and they omit interpreting this value. ...
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1answer
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Is it possible to add the standard errors of 2 groups together to obtain the standard error of the 2 groups combined

I am trying to recreate the results in this table. The results have been obtained by difference in difference estimation. I can obtain values from all columns except for column 5 and 6. Column 5 says ...
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Delta Method Average Marginal Effects Multinomial Logit

Following the incredible demonstration in Statalist by Jeff Pitblado on how to calculate - using the Delta Method - the Standard Errors for Average Marginal Effects of a Logit Model. Q: What would ...
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The Standard Error in R language lm (linear regression) is Standard Deviation or Standard Error of the Mean?

When we are estimating the coefficient in R, "Std Err" will be produced by "lm". Is it Std or SEM? How is it calculated? Run lm function with any R data set will give an example.
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What statistical test to use to determine significance of this data set?

For a project, I observed and timed the behaviors of a total of 39 squirrels (about 6 per day) over the course of 6 days and compared their behavior to the ambient temperature. I used a behavioral key ...
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Standard error of median small sample

I tried to find this question but what I've found provides answers for normal distributions and large sample sizes. I'm analyzing some data from an experiment with different groups. Each group has ...
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1answer
32 views

How to calculate standard error of the difference between two random variables which are dependent?

I know that standard error between two independent variable can be calculated as below. SE(1,2) = SQR(SE1^2 + SE2^2) where SE1 is standard error for variable 1, SE2 is standard error for variable 2. ...
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Standard Error derivation [duplicate]

My textbook gives the following formula for the calculation of the standard error of β-hat in a simple linear regression: $ Var(\hat{β_1}) = \frac{σ^2}{ ∑(x_i - \bar{x})^2} $ where $ σ = \frac{∑(\...
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Automatically calculating standard error of auto-correlated time series

From molecular dynamics I get different time-series with varying autocorrelations. Is there a way to directly calculate standard error ($\sigma/\sqrt{N}$) for such autocorrelated data? I don't want to ...
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The link between error bars representing the standard error of the mean and statistical significance

I have read the following on many websites: What can you conclude when standard error bars do not overlap? When standard error (SE) bars do not overlap, you cannot be sure that the ...
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General formula for standard error of the regression coefficients

Can this formula be used for calculating standard error of the regression coefficients? $$ SE(\hat{\beta}_{j})^{2} = (1 / (1 - R_{j}^{2})) * (\sigma^{2} / \sum_{i=1}^{n}(x_{ij} - \overline{x_{j}})^{2}...
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Meta-analysis in metafor package with within-subjects standard error?

I am conducting a meta-analysis with metafor in R. For the majority of articles, I managed to extract means and standard deviations, which I need for the escalc function to calculate an effect size. ...
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1answer
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What is the standard error of the difference in means scaled as percent difference?

Biologists frequently report the effect B-A as a percent difference (or relative effect), for example "Y was 25% bigger in treatment B than treatment A", where 25% = 100*(B-A)/A and A and B are the ...
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Defining a range from mean value using nominal error estimate (normal distribution)

I have to run an uncertainty analysis for a project in my university, but I have no statistics background. The thing is: I have a mean value of 88 for a normal distribution and I need to obtain a ...
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3answers
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Calculating Standard Error of Tau - Meta Analysis

I am conducting a meta analysis using the metafor package in R and am trying to calculate the Standard Error (if possible) of the Tau statistic. The S.E of the tau-...
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Standard Errors for estimates obtained from custom objective function

I want to find standard errors of estimates obtained by optimizing a custom objective function, which I will explain further below: The objective function is: $L(a,b|y,X_1) - \lambda \times RSS(f(y),...
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Finding standard errors of maximum likelihood estimates

Suppose we use Maximum Likelihood estimation to estimate certain parameters in a model. Furthermore, suppose that the log likelihood function can not be solved analytically and thus must be optimised ...
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Sample size and standard errors in OLS estimation

The standard errors of the estimated parameters from OLS estimation strongly depend on the sample size (n). Indeed, the standard errors tend to decrease when the sample size gets larger (ceteris ...
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My Tobit model gives all infinite standard deviations

I am trying to do a Tobit estimation (in R) because my dependent variable ranges from 0-100 with many values at a 100. ...
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Why doesn't clustering bias the standard errors in this very simple simulation?

I simulate a very simple model with one regressor and a random intercept: $$y_{ij} = \beta_0 + \beta_1x_{1,ij} + u_j + \epsilon_{ij}$$ I run model <- lm(y ~ x1) ...
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Are standard errors for different statistics comparable?

Can you please help me to understand whether a SE, for example, being 0.7 for Hedge's g (effect size statistic) is comparable with a SE being 0.7 as well for let's say odds ratio (being used as an ...
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How can regression parameter SEs decrease when predictors are removed from the model?

What are some reasons that regression parameter $SE$s can decrease when predictors are removed from the model? Generally, adding predictors reduces the model's variance (MSE) which should shrink the $...
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standard deviation (percent) of the regression error

What would be the formula for standard deviation (percent) of the regression error? I currently compute it as the standard error of the regression divided by the mean of dependent variable.
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If $|r| < 1$, how extreme is $y$ for a change in $x$?

This is regarding one of problem sets in Udacity Intro to Statistics course. Problem: X and Y are given variables, and the correlation coefficient $|r| < 1$, the question is how extreme our ...
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my error bars cross zero, is this ok?

I have plotted the total consumption (g) of a solution by my experimental organisms. However, when I plotted the error bars (s.e.m) a few crossed zero (see image). (1) is this correct/plausible? (2)...
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How can I assess the position of a novel point in among other points

I have data about the nutrient ratio an animal wants to consume and the available nutrient ratio of grasses in it's environment. The data looks like this: The black dots represent plant nutrient ...
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Where does the standard error come from in Lasso?

I'm using Lasso to get the best variables to predict an outcome. I understand that this graph gives me λmin and λ1se However, I don't understand how to get that standard error theoretically. Where ...
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Variance of the average of two (or more) Net Promoter Scores?

As per Wikipedia, "The Net Promoter Score is obtained by asking customers a single question on a 0 to 10 rating scale, where 10 is "extremely likely" and 0 is "not at all likely": "How likely is it ...
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How to determine the standard error of the prediction from an MLR?

I have a multiple linear regression model that I have built in SAS that's fairly simple: it predicts someone's blood pressure based on four variables: age, race, gender, and level of depression. ...
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Why is $\sigma^2 = Var(\epsilon)$ when computing the standard error of a simple linear regression slope parameter

Assume the true underlying linear approximation of a set of data is equal to $Y=2+3X +\epsilon$ where $\epsilon$ represents the irreducible error that is inherent in a linear approximation. I then ...
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Cohen's d and Sten scores

Can someone explain why Cohen's d of sten score is 2 times of Cohen's d of SD? Thanks. The question is based on the paragraph below: *When looking at differences it is useful to remind ourselves of ...
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How to calculate residual standard error for a regression model with log link in R

I want to compare residual standard error across a series of different model specifications as one way of assessing model fit. I assumed that calling sigma on a ...
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1answer
189 views

Interpreting the standard error from emmeans - R

I am using the emmeans package to run post-hoc analysis on linear mixed models. The results provide what I would expect except for the standard error. I run the ...
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Standard error for the sample distribution of a random binomial variable

This is a followup question to Standard error for the mean of a sample of binomial random variables The previous answer mentions that the standard error of the sampling distribution is sqrt(kpq/n), ...