# 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 calculate standard error of prediction [duplicate]

Is it possible to approximate the standard error of the prediction based on the standard errors of intercept and coefficients?
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### How to calculate SE for interaction in GLM

I am struggling mightily trying to figure out how to calculate the SE related to an odds ratio for a linear combination of two factors in a logistic regression model with an interaction term included. ...
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### Explaining the change of the standard errors in the regression model

Use the odor dataset with odor as the response and "temp" as a predictor. Consider all possible models that also include all, some, or none of the other two predictors. Report the ...
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### How to interpret the standard error for a factor regression?

I would like to know how to interpret the coefficient standard errors of a factor regression when using the display function in R. I have a data set which has three variables: winner of 2016 elections,...
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### Standard errors with overlapping observations

Consider two samples $x$ and $y$ both with $N$ observations. I build overlapping observations $x^*$ and $y^*$, such as: for $h>1$, and for any $i=1,...,N-h+1$: $x^*_i = f(x_i,x_{i+1},...,x_{i+h-1})$...
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### Explanation for regression coefficient $\beta= 0$ and standard error $\sigma(\beta) = 0$

one of the coefficients in an OLS regression turned out zero and its Standard error is zero as well. Would you be suspicious of this result? Is there any possible explanation for this?
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### How to characterize variance with large datasets

I have a large dataset (> 100,000 rows) of ecological data. In some of my first attempts to visualize the data, I used bar plots with calculated means and error bars (see below plots). My go-to for ...
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### Discrepancy between coefficient and mean difference in predicted values of logistic regression

I'm using a poisson-binominal logsitic regression model to analyze a list experiment (item count technique) where the outcome variable is a binary response of the respondent to a sensitive item (e.g., ...
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### Non-independence of trial likelihoods in a staircase procedure?

In psychometrics, we often want to know, for instance, a given participants' perceptual threshold: the intensity of a stimulus that they can detect 50% of the time. It's common to use staircase ...
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### Question about standard errors of regressions/means

I just had a question about standard errors of sampling statistics/estimators. Is for example, the standard error of a regression coefficient, a true population value, that is estimated? Should I ...
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### How do I calculate a margin of error when there is no standard deviation to calculate?

I have a graph that I was asked to add error bars to, but I'm not exactly sure how to calculate them. The data consists of measurements from two different groups, and the graph is a line graph where ...
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### Confidence interval for the difference of two fitted values from a linear regression model

Assume that we have a linear regression model of the form $y=\beta_0 + f_1(x_1) + f_2(x_2) + \ldots + f_n(x_n) + \epsilon$. I have written $f(x)$ to indicate that we could model the relationship ...
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I'm having problems doing OLS in R using the lm() function on the following linear model: $Y_t = \bar{Y} \cdot (1-a-b-c) + a \cdot X_{1t} + b \cdot X_{2t} + c \cdot ... 0answers 34 views ### CLT - Adding small samples to one big sample According to CLT, the SE is the SD of the distribution of several samples means. This SE depends on each sample mean, the SD of each sample and N (the size of each sample which I test). Since there ... 0answers 25 views ### Zero-inflated negative binomial model standard error too high? I've been trying to analyze count data for ant foragers visiting on extrafloral nectaries with R. My data is both overdispersed and zero-inflated, so I used a zero-inflated negative binomial model to ... 0answers 94 views ### Where do the values for t tables come from? [duplicate] For a given normal distribution, figuring out what percentage of scores fall between two bounds is straight forward. Calculate the z score and look it up on a z table. Or one can also evaluate the ... 1answer 140 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 ... 1answer 19 views ### How to differentiate constructing confidence intervals? I am a bit confused when looking at the confidence interval formula for one of my class and I am looking to see if anyone can clarify it. When constructing, let's say, a 95% confidence interval of a ... 1answer 34 views ### Multiple regression with dummy variables: identical VIF, Tolerance and Standard Error Im fairly new to stats and regression but trying to learn and I've come across something that doesn't seem right to me. I have used dummy variables to run a multiple regression model to predict the ... 1answer 211 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 ... 1answer 24 views ### How do I obtain the standard errors for Ornstein Uhlenbeck parameter estimates? I have used least squares estimation to obtain estimates for parameters to be used in Ornstein Uhlenbeck process. Now, I would like to compute the standard errors of estimates.$𝑑𝑆𝑡=𝜆(𝜇−𝑆𝑡)𝑑𝑡+...
I have the following equation for which I am trying to calculate the error in: $$v=b+c/t$$ $t$ is error-less but $b$ and $c$ depend on each other and therefore I cannot use the standard addition in ...
### Intuitive explanation for dividing by $n-1$ when calculating standard deviation?
I was asked today in class why you divide the sum of square error by $n-1$ instead of with $n$, when calculating the standard deviation. I said I am not going to answer it in class (since I didn't ...