# 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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### Calculating the standard error for the ratio of 2 random variables?

I have 2 40x10 matrices, $X$ and $Y$. Each row represents a sample, and each column represents a different trial. Its OK to assume that $X$ and $Y$ are random normal variables if that's relevant. I ...
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### How to calculate the Standard Error of a Wald Estimator?

I am currently working with a dataset about workers and their wages, There are 329,509 observations of workers, and we can observe: lwage : the log weekly wage of a worker educ : the worker’s years ...
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### Standard Error of Estimate

In a simple regression analysis based on the least squares regression equation, I got the predicted value of 7.15 for the predictor value of 11. The sample size is 35. I computed the Standard Error of ...
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### Confidence interval for combined populations

I'd like to compare two approaches for calculating the confidence interval ($CI$) when estimating the mean for a sample of weighted values: The first approach is based upon the standard error of the ...
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### How to compute standard errors of an estimator with antithetic variates?

I'm pricing American options using Longstaff and Schwartz Least square method. When using the following Python code, I obtain nearly the same prices and standard errors as in the Valuing American ...
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### Log and exponential uncertainty propogation

I am processing data on a radioactive decay experiment, and need to find the errors on some quantities that I can get from some fit parameters. I would like to obtain: $\sigma A$ from $A = e^{a}$, ...
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### Error propagation for parameters of multiple similar fits

I have a set of similar, uncorrelated measurements, each containing a few data points like the following: The quantity of interest is the slope of a linear model ($y = mx + b$) that is fitted to each ...
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### Relative mean squared error in functions estimation

The questions are actually two: What is the best way to define a relative error in function estimation? And what the best to define a relative mean squared error for the estimation of multiple ...
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### The difference between a standard error and a propagated error

I'm confused about the difference between the standard error and the propagated error. For example, say that I got two measurements which I want to average: $16.04 \pm 0.31$ and $15.72 \pm 0.28$. The ...
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### standar error of non-linear regression

I'm trying to compute the standar error of a non-linear regression fit, I find the answer in this post Non-linear regression confidence interval But i did't find that formula in any other place,and I ...
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### Question about confidence intervals and prediction intervals

Considering following linear multiple regression model: \begin{equation} y=X\beta + e, \end{equation} where observations $y\in\Re^n$, coefficents $\beta\in\Re^p$ and $e\sim N(0,\sigma I)$ is a white ...
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### Clustering standard errors at individual and/or organisation level with fixed effects

So, I have a relatively large panel dataset (26,000 observations) with data on speech by individuals belonging to political parties. The data is grouped by individual-week (i.e. an observation for ...
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### Any index/parameter to evaluate std error and std deviation?

I saw there are tons of good questions on standard error y deviation. I read many of them and I think I got the point. However I am still not sure that showing one over the other is correct. Unless ...
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### How to compare the standard deviations from two different kind of fits?

I have a curve fitting problem and I have two algorithms. One that has a constant parameter and another that does not. The results are good, but I want to conclusively say that one algorithm is better ...
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### How to compare a Linear Regression’s Coefficients with the Coefficients for its Subgroups using Standard Error?

Assume a linear regression model has been made of an item’s overall utility value, and elements like durability and color availability have statistically significant coefficients in the overall value ...
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### Error in linear regression as function of independent variable

I have some x and y data that are clearly correlated like this: So we can predict y if we know x. We can also calculate the mean error in our prediction by taking the root mean square of the ...
1answer
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### How to report a +/- standard error for logarithmic data?

I have some data $y$ which varies logarithmically which I am fitting with MCMC methods. It makes more sense to do my analysis in the logarithmic space $z = \mathrm{log}(y)$. As I result, I end up with ...
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### When a scalar variable is normally distributed, how does one estimate the standard deviation of this underlying distribution using linear models?

I have a sample of N for two variables X and Y, where Y can be assumed as equal to bX + $\epsilon$, b ~ N($\mu$,$\sigma$), and $\epsilon$ ~ N(0,1) Using a simple linear regression, I tried to ...
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### Which standard errors should I use in the quaids command in stata?

I am estimating an Almost Ideal Demand System (AIDS) for different meat types using the stata command quaids to calculate price and income elasticities. I have household consumption data over several ...
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### degree of freedom in calculating the standard error

I theoretically modeled the velocity of an object as a function of time and have the experimental data (actual velocity over time). Since the model is nonlinear, I'm trying to test the goodness of fit ...
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### Nonparametric estimation of standard error on large samples

The bootstrap seems to be the gold standard for attaching a standard error to a point estimate on a sample. However, if the sample size is very large, it can be prohibitively expensive to repeat the ...