# 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 ...
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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 ...
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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 ...
1 vote
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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 ...
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### 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 ...
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1 vote
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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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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 (...
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1 vote
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### 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....
1 vote
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### 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 ...
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1 vote
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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 ...
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### 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 ...
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### 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 ...
1 vote
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### 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 ...
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1 vote
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### 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. ...
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### 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 ...
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### 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?
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### 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 ...
1 vote
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 ...
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