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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Computing and simulating average marginal effect standard error using Delta Method with reproducible codes

I am trying to simulate calculating Average Marginal Effects on a basic linear regression with interaction on a binary variable and compare the empirical standard deviation I get from simulations and ...
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Standard errors of Monte Carlo plus linear combination

I'm using Monte Carlo to estimate some quantity $V(x)$. To get an approximation of $V'(x)$ I would use the following $$ V'(x)\approx\frac{V(x+h)-V(x-h)}{2h} $$ so I can simply evaluate it with two ...
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Why Does Standard Error for Individual Predictors Not Increase in Multilevel Modeling?

I have been trying to teach myself multilevel modeling through R and I am relying on the W. Holmes Finch book. According to them, and any resources in general, not doing multilevel modeling causes an ...
2 votes
1 answer
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Standard Errors for Numerical Optimization using Chi-Square Objective Function

I am using a minimum chi-square estimator technique to estimate a set of parameters using some sample data (essentially, finding what set of model parameters minimize the difference between observed ...
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1 answer
804 views

multiple regression coefficients - Standard error of intercept

I am implementing an R-type summary() function in python with the restriction to exclude use of scientific libraries. (assignment) I found this https://www.nd.edu/~rwilliam/stats1/x91.pdf material ...
6 votes
6 answers
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Should we always minimize squared deviations if we want to find the dependency of mean on features?

It is known that for any distribution a minimization of squared deviations from a value $c$ gives mean of the distribution. In other words, if we generate many values $y_i$ using our distribution, and ...
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1 answer
218 views

How to correct standard errors for heterogeneity and intra-group correlation?

I got my article manuscript back from review and one notion from a reviewer was that in my analyses "[s]tandard errors are not corrected for heterogeneity or intra-group correlation", s/he apparently ...
4 votes
1 answer
177 views

Error bars in a population and subtracting two populations with different error bars

Suppose I want to measure a physical quantity. Let's say that $N$ trials were performed each with individual outcome $x_i,\quad i\in (1,N)$. Then obviously the outcome of the experiment would be the ...
1 vote
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Bootstrap Standard Error vs Standard Error from sample

For doing inference of a population parameter from a sample, under which examples is better to calculate the standard error using bootstrap distribution of the mean than directly using the standard ...
5 votes
2 answers
3k views

Appropriate error bars for repeated-measurements designs

I conducted a t-test / ANOVA (both repeated measurements) and I want to represent the difference in the mean via a bar graph. There are several different views about the appropriate error bars for ...
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Calculation of the standard deviation of the power in dB

I wanted to find out the stability of my system so for that i calculated standard deviation of power samples data which is in dB but I am not sure whether i have used correct formula or not. As far as ...
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How to compute standard error of the estimate (SAS) [closed]

We are trying to reproduce and validate the results obtained with SAS for some weighted survey data. Mainly, we're struggling with the standard error of the estimate produced with : ...
20 votes
6 answers
3k views

Error bars on error bars?

Inspired by my recent attendance at an environmental toxicology conference, I have the following question about error bars: Let's say that I'm drawing samples from some unknown distribution, with ...
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1 answer
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Is it logical to report standard deviation of the coefficient of Regression model?

I had determined the coefficient for the variables using Multinomial Logit model. The software reported coefficient, t-value and standard error for the variable. One of my senior want to include ...
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Standard error between experiments

I need to open a new question regarding the already largely discussed "standard error". I have performed twice the same experiment on the same area. Each experiment includes the measurements ...
5 votes
1 answer
261 views

Interpreting standard error for dummy variables in linear regression models

Is there any way to interpret the standard error of dummy variables created to represent a categorical variable in a linear regresion model? I saw a great mathematical explanation here, but I am still ...
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Is it safe to say that this set of data is constant with x because of their standard deviation?

Is it safe to say that Y does not change with X because if you take the mean of Y and calculate the standard deviation all of the values fall with 1 standard deviation ?
1 vote
2 answers
764 views

Standard error of estimated sum or product mean

Updated question: Given two sample means ($\bar X, \bar Y$) and sample standard deviations ($S_X, S_Y$) with different sample sizes ($n_X, n_Y$), I want to calculate the standard errors ($SE_\theta, ...
1 vote
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Standard error for a difference-in-difference estimate

I am trying to calculate a difference-in-difference estimate. I have a binary outcome variable, and have estimated risk differences for my intervention and control groups. If we take an example where: ...
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How to calculate the Fisher Information Matrix in GARCH?

How to calculate the Fisher Information Matrix in GARCH? I want to know how to calculate the standard errors in them and without the empirical fisher information, empirical likelihood, I have no idea ...
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How to deal with redundant data within a sample when calculating the standard error?

In my research, I analyse pixel data from a 2D microscope image. Each pixel represents a unique spatial position. In my image, each pixel $i$ has a corresponding brightness value $x_i$. I assume the ...
1 vote
2 answers
160 views

Bootstrap Standard Errors: should I divide the sampling standard deviation by $\sqrt{n}$?

Suppose I am bootstrapping an OLS regression and want the standard error of the coefficient $\beta_1$. I estimate the following regression on 1000 resamples of the data (where $B$ indexes the ...
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1 answer
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For bivariate linear model, if the residuals ARE normal, but the data is NOT normal, can I make inferences about the slope coefficient? [duplicate]

For convenience and context, I'm looking at the formula for standard error of the slope coefficient from here: https://www.statology.org/standard-error-of-regression-slope/ If X is not normally ...
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Standard error of sampling distribution mean vs standard deviation of the sampling distribution?

In this resource, towards the bottom, the authors write: The next step is to estimate the standard error of the mean. If we knew the population variance, we could use the following formula, $sigma_M = ...
8 votes
1 answer
375 views

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 ...
1 vote
0 answers
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Easiest way to derive standard error of linear regression model slope directly?

Assume that we want to derive the standard error of $\beta_2$ in: $$y=\beta_1 + \beta_2x_2 +u$$ $u$ iid with mean $0$ variance $\sigma ^2$. The way I know how to do it, is convert it in matrix form, ...
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Does the standard error of fixed coefficients take into account sampling error of random effects?

Not sure if I have phrased the title of my question properly but I will attempt to explain- I understand where the standard error of the my regression coefficients come from in regular linear ...
3 votes
3 answers
10k views

Standard error of the mean vs. standard error of mean difference

When plotting within-subject data for condition A vs. condition B (significance tested through a t-test), should the error bars reflect standard error of the mean for each condition independently? Or ...
0 votes
1 answer
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SE Interpretation

Can you help me to interpret the following standard deviation? It is a linear regression problem, I need to predict Rent which depends on the size of an Apartment. Rent=23.411+13.806. The question is ...
1 vote
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38 views

Derivative of a Linear Model wrt x

I have a linear model that I want to take derivatives of in order to perform inference. Does anyone know, or can direct me, to information on the standard errors of the derivatives? For instance, if ...
-1 votes
2 answers
676 views

Mean Accuracy and Standard Error of the Accuracy for KNN Classification algorithm

The given below code snippet is from the assignment of online course IBM ML with Python. Here's the assignment. The used variable names :mean_acc and ...
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Does the "type" of standard error affect the relationship between the standard errors of standardized vs. unstandardized estimates?

While previous answers explain how to convert between standardized and unstandardized coefficients and their standard errors, it is not clear if this formula applies across different types of standard ...
0 votes
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Error bars or standard deviation around means from zero-inflated heterogenous data?

I've constructed a plot of mean values per group (year) solely for the purpose of examining my data and have been told to always include either standard error (S.E.) or confidence intervals (C.I.'s). ...
0 votes
1 answer
254 views

Multivariate statistics sampling and standard error problem

I have a group of workers listening to audio from many various audio files and typing it out. I want to compare the average transcription accuracy of these old workers with 2 new workers. I have a ...
1 vote
1 answer
30 views

Is there a standard error of the mean for when population size is known?

Background Let us suppose that we are sampling from a finite population which is itself drawn from a univariate normal distribution. This accomplishes (1) having an underlying probability model and (2)...
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Why is the value of SE for the transformed regression model higher than the initial model with autocorrelation?

Is it right that with positive autocorrelation in the errors, the model underestimates the SE? Hence, using generalized differencing (such as Cochrane-Orcutt), the transformed model has a higher value ...
1 vote
1 answer
240 views

Mean and SE in Mixed-effects model

I have a linear mixed-effects model with subject and event as random effects and a fixed effect of rating (range 1-4) that is the same for all subjects (i.e. each event has a one rating for all ...
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1 answer
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Computing sample size for a sample to estimate binomial distribution when point estimate of proportion is 0

For example, I have a estimate of p = 0 (95% CI: 0, 0.01), and I want to know the sample size for this sample. For $p\not =0$, I can compute the s.e. by $\sqrt(p(1-p)/n)$ to get the $n$, but not sure ...
1 vote
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Estimation of standard error in observables generated from time series data

Imagine that I have time series data which are time-correlated, non-scalar, and of unknown, but identical distribution From this time series I have a function that takes an subset of X as input to ...
2 votes
1 answer
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What is the error of the mean of data that have uncertainty values attached to them?

Given a set of $n$ values, the error associated with their average will be $$\text{standard deviation}/\sqrt{n}.$$ But if the values themselves have an uncertainty attached to them, such as $100\pm 1,$...
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Can a transformed variable's SE be meaningfully interpreted?

Suppose, for simplicity, I have a simple linear regression model, and I have transformed the response variable by taking the square root. The pre-transformed standard error is equal to 17, and the ...
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1 answer
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Correcting repeated measures data to display error bars that show within-subjects differences

I have some data containing within-subjects observations for two factors: y as a function of timepoint (300 'levels') and ...
0 votes
1 answer
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Why is Listwise Deletion Standard Error Too Small?

I am going over Stef Van Burren's "Flexible Imputation of Missing Data" and don't understand why Table 1.1 from section 1.3 below gives the standard error for listwise deletion as too large. ...
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Standard error of product of coefficients

Suppose that I have a regression model: $$ y=\beta+\beta_{1}T+\beta_{2}M+\epsilon $$ and $$ M=\alpha+\alpha_{1}T+v $$ In this model, $y$ is the outcome variable, $T$ is treatment, and $M$ is the ...
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How to describe the method to compute standard errors of a difference?

I wonder how to name or describe some methods of computing the standard error $se$ or confidence interval $ci$ of a difference (or sum or whatever). For example, if the bootstrap method is used I ...
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Question about confidence interval and standard errors on graphs

So I made a graph in R, it’s a linear regression of the same sample at different concentrations. It has a confidence interval built into it of 95%. Then I had to determine the concentration of an ...
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For all datasets with a binary outcome, will linear regression always yield betas with a smaller standard error compared to logistic regression?

Any cases where the betas' standard errors from logistic regression will be smaller than linear regression, after converting from log odds space to probability space?
0 votes
1 answer
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Monte Carlo Metropolis: Standard Error and Acceptance

In a time series data generated by Monte Carlo Metropolis algorithm, when is the standard error (correlation between two data points is assumed to be negligible) is higher - when the change in the ...
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Compute the standard error of the difference of two coefficients from two different regressions

I am estimating two different regression discontinuity models on the same data but using two different cross-sections. I need to subtract one RD estimates from the other in order to obtain a ...
0 votes
1 answer
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Event Study regression standard errors

When running an 'event study' diff in diff, i.e. : $y_{i,t} = \sum_{k\neq-1}\beta_k *1\{t=k\} + \lambda_t + \mu_i +error$ where i is a group level(i.e. individual, county etc). and t is time, $\...

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