# 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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### How to obtain significance tests (/standard errors) that are still valid after variable selection?

I want to do variable selection via information criteria like the AIC or BIC. However, I am struggling with how I can obtain valid standard errors after doing this such that I can properly interpret ...
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### Is there ever a right time to not use Bessel's Correction? [duplicate]

I can not find a clear explanation for when NOT to use Bessel's correction and use N instead of N-1. As I understand it, Bessel's correction would apply to things such as clinical trials, sampling ...
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### How to extract standard error from ARIMA output in R?

After I run the arima function in R, I get an output that gives me the coefficients and the standard errors of the coefficients. Pulling the coefficients is easy, ...
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### How to find standard error or standard deviation of the percent difference between two prevalence values?

I am having trouble working out how to find the standard error or standard deviation for a column that contains the percentage points difference for two prevalence values. I have general practice ...
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### Approximating the number of lines in an arbitrarily large file and calculating error/confidence?

First off, let me know if this is in the wrong stack exchange I wasn't sure where exactly to ask this. Okay so I came up with a scheme to figure out how to how many lines are in an arbitrarily large ...
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### How do i predict with standard errors using betareg package in R?

I'm using 'betareg' package in R to perform beta regression. predict() function with se.fit=T is supposed to return standard errors along with the prediction but it doesn't. Is there any other way I ...
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### Different Formulas for the Standard Error of Regression Coefficient

Premised that I am no expert in stats or algebra (but I am trying to learn), I have found these two different formulas for the standard error of the regression coefficient. \begin{align} \...
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### Calculating the $\alpha$ probability confidence interval of the difference between the means of two data sets using the bootstrap method

Suppose I have a dataset $A$ of size $N_A = m$, and a dataset $B$ of size $N_B = n$. I would like to calculate the confidence interval which with probability $\alpha$ contains the true difference ...
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### Standard deviation of sample proportions (standard error) in R

This resource states that the standard deviation of the sampling distribution (the standard error) is equal to: They provide an example where a population has p=0.6 and samples of n=25 are drawn from ...
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### 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 ...
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### Determining standard deviations and standard errors for non-Gaussian distributions

I have several questions about constructing error bars and using them as weights in the context of fitting, or indeed any kind of weighted statistic -- especially with regards to error and noise ...
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### Does a lower standard error of coefficient in linear regression means a better sampling method and a reliable coefficient?

Considering the following senario: We want to user linear regression to find the relationship between two variables x and y. Since we can't access the population, we need to use some sampling method ...
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### 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 ...
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### How to build standard error and confidence intervals from Buckland variance estimator after variable selection

In this paper https://www.sciencedirect.com/science/article/pii/S0167947307003957 it is shown how to build an estimator of the variance of estimates computed after variable selection. It evaluates ...
I have a paired data set which I have placed into $x$ and $y$ columns where $x$ are the control values and $y$ are the values following drug treatment. $N=10$ for both $x$ and $y$ columns as they are ...
### Standard error of the $n^n$ bootstrap means
I need to show that the standard error of the $n^n$ bootstrap means is $SE^*(\bar{Y^*}) = \frac{S\sqrt{n-1}}{n}$, where $\bar{Y^*}$ is the sample mean of a randomly drawn bootstrap sample, and \$S^2 = \...