# 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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### The difference of Standard Error between glm(y~x, family=poisson(link=identity)) and optim() in R

I'm executing the following program glm(y~x, family=poisson(link=identity)). I can't understand the difference of SE from glm(y~x, family=poisson(link=identity)) and optim(). Please give me some ...
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### Overview Standard Error Correction in Time Series / Panel Literature

In microeconometrics, the time component is usually short (meaning that $T$ is fixed in $t=1,\ldots,T$). Serial correlation is here usually just seen as a negligible issue affecting the standard ...
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### What is the estimate of $\mathrm{Var}\left(\frac{nM}{X}\right)$ where $X$ is hypergeometric?

Consider the classical capture-recapture method, where we are to estimate the number of deer (say) in a sanctuary. So a certain number of deer is captured, tagged and released. Then a random sample is ...
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### How to interpret the results of this conditional model?

I have a conditional model such as: y= b0 + b1*a + b2*previous1 Previous1 contains all the measurements of ...
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### Why are my fitted coefficients so well-determined? [closed]

I have a dataset of $N$ points each with some different value $y$ I try to fit the data to the form $a\cos(2\pi t)+b\sin(2\pi t)+c\cos(4\pi t)+d\sin(4\pi t)+e$. When I'm looking at the standard errors ...
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### standard error of the estimate for each feature?

I am reading a book in which it gives a linear regression example with multiple features, and it talks about standard error of the estimate (SE) for the weights of each feature, as shown below but ...
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### LOOCV and one-standard-error rule

I have a question concerning the one-standard-error rule when doing leave-one-out cross-validation. firstly, my summary of the one-standard-error rule: When using cross-validation or validation the ...
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### Maximum Likelihood with Experimental Data: Standard Errors and Standard Deviations

Suppose we have a set of experimental data $\{(x_i, Y_i, S_i)\}_{i=1}^N$ where the $x_i$'s are our measurement points, the $Y_i$'s are the mean value of the response $y$ over $m$ experiments at $x_i$, ...
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### Is there a way to get a confidence (score or interval) on the prediction of the VW logistic model?

I am working on a problem with large and sparse data set. The logistic regression predictions using VW are satisfactory. Now, to improve the performance of the system I need to be able to tell a ...
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### Standard errors for Composite Marginal Likelihood

I am estimating a multivariate ordered probit model using a composite marginal likelihood (CML) approach. In other words, I replace the full likelihood function by a surrogate likelihood constructed ...
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### comparison of two biased coins, flipped by biased observers

We have 2 coins that we don't know whether they are biased or not. M observers, each flip each coin N times and get fraction of heads to total flips of $p_m^1$ and $p_m^2$. Therefore, for each coin i ...
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### How to calculate / correct Standard Error or Confidence Intervals for bounded scales?

When conducting an experiment, often the data collected is interval or ratio, and as such unbounded. However, when attempting to make inferences about the population, reality often provides us with ...
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### The statistic t for linear regression with robust standard error

I need to calculate the statistic t (without any softwares or this sort of things) for a linear regression with the robust standard errors already computed. I know that in order to get the t statistic ...
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### Basic T stat question

I missed this on a quiz and wanted to know if somone could explain it to me so i understand it for the final! thanks. I know its probably a really simple quesitons. With a coefficient estimate of .8,...
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### Standard errors of parameters in IRT

DeMars's Item Response Theory makes the following claims about parameter estimation in 3PL models: The standard error of $b$ (difficulty) will be smaller when there are more examinees with $\theta$ (...
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### Is there a known connection between correction factors (from calibration) and standard error in estimation (in survey sampling)?

I have a response dataset that is very far from representative. The sample was drawn SRS. Some population groups are much more likely to respond than others, so calibration (to known population totals)...
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### Interpretations of negative confidence interval

Let's say I measured the weights of 50 chickens from my family farm, which keeps 1000 chickens. The sample mean is 5 kg, SEM is ± 3 kg, and the 95% confidence interval is 5 ± 3 * 1.96 = -0.88 kg to 10....
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### Sigma interpretation in panel probit model

I am struggling interpreting sigma in a random effect panel probit regression and why is this term strongly significant. I understand all the others results from the regressions. I used the ...
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### Interpretations of time-series data with standard errors

I have plotted time-series data on estimates of pollutant emissions superimposed with standard errors of the means. See the figure below. In reality, quantities of emissions should be non-negative. ...
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### Calculating standard errors for long-run (cumulative) multiplier in a Distributed Lag model

I have a distributed lag model of the form: lm(wellbeing ~ temperature + temperature_lag1 + temperature_lag2 + time + individual, df) where I'm interested in ...