# 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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### 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 ...
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### How are the standard errors of coefficients calculated in a regression?

For my own understanding, I am interested in manually replicating the calculation of the standard errors of estimated coefficients as, for example, come with the output of the ...
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### How can I calculate margin of error in a NPS (Net Promoter Score) result?

I'll let Wikipedia explain how NPS is calculated: The Net Promoter Score is obtained by asking customers a single question on a 0 to 10 rating scale, where 10 is "extremely likely" and 0 is "...
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### Difference between standard error and standard deviation

I'm struggling to understand the difference between the standard error and the standard deviation. How are they different and why do you need to measure the standard error?
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### Shape of confidence interval for predicted values in linear regression

I have noticed that the confidence interval for predicted values in an linear regression tends to be narrow around the mean of the predictor and fat around the minimum and maximum values of the ...
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### How does the standard error work?

I have been looking into the inner-workings of the standard error recently, and I found myself unable to understand how it works. My understanding of the standard error is that it is the standard ...
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### Confidence intervals for median

I have a distribution of samples with a small number of values in each one (less than $10$). I have calculated the median for each sample, which I want to compare with a model and obtain the ...
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### Why is there a need for a 'sampling distribution' to find confidence intervals?

I understand the key principles behind confidence intervals, but there's something I want a bit of clarification on. Let's say I have a basket of apples that I picked at the orchard. The weight is ...
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### Standard errors for lasso prediction using R

I'm trying to use a LASSO model for prediction, and I need to estimate standard errors. Surely someone has already written a package to do this. But as far as I can see, none of the packages on CRAN ...
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### What is the standard error of the sample standard deviation?

I read from there that the standard error of the sample variance is $$SE_{s^2} = \sqrt{\frac{2 \sigma^4}{N-1}}$$ What is the standard error of the sample standard deviation? I'd be tempted to guess ...
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### Standard error of regression coefficient without raw data

After searching here: Perform simple regression without raw data I am still curious about this. Is it possible to derive the standard error of a regression coefficient from summary data alone? E....
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### Meaning of 2.04 standard errors? Significantly different means when confidence intervals widely overlap?

The image below is from this article in Psychological Science. A colleague pointed out two unusual things about it: According to the caption, the error bars show "±2.04 standard errors, the 95% ...
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### Standard error clustering in R (either manually or in plm)

I am trying to understand standard error "clustering" and how to execute in R (it is trivial in Stata). In R I have been unsuccessful using either plm or writing my ...
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### Calculating confidence intervals for a logistic regression

I'm using a binomial logistic regression to identify if exposure to has_x or has_y impacts the likelihood that a user will click ...
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### General method for deriving the standard error

I can't seem to find a general method for deriving standard errors anywhere. I've looked on google, this website and even in text books but all I can find is the formula for standard errors for the ...
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### Always Report Robust (White) Standard Errors?

It has been suggested by Angrist and Pischke that Robust (i.e. robust to heteroskedasticity or unequal variances) Standard Errors are reported as a matter of course rather than testing for it. Two ...
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### Why does this excerpt say that unbiased estimation of standard deviation usually isn't relevant?

I was reading on the computation of the unbiased estimation of standard deviation and the source I read stated (...) except in some important situations, the task has little relevance to ...
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### Standard error of the median

Is the following formula right if I want to measure the standard error of the median in case of a small sample with non normal distribution (I'm using python)? ...
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### How can I estimate coefficient standard errors when using ridge regression?

I am using ridge regression on highly multicollinear data. Using OLS I get large standard errors on the coefficients due to the multicollinearity. I know ridge regression is a way to deal with this ...
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### Converting standardized betas back to original variables

I realise this is probably a very simple question but after searching I can't find the answer I am looking for. I have a problem where I need to standardize the variables run the (ridge regression) ...
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### Standard errors of a two stage least squares regression, Stata

I use Stata. I am trying to replicate the ivreg output of a regression performing manually the first stage, predicting the instrument after the first stage and running the second stage regression with ...
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### How do regression results change after standardization, as a general rule?

Based on the simulation below, it appears that standardizing all variables in a data set affects OLS results in the following ways: Coefficient estimates change Standard errors change P-values ...
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### Hausman test: the larger the sample the more significant the Hausman test statistic?

Hausman test statistic formula: $$H=(\beta_{f}-\beta_{r})' \left[\mathrm{Cov}(\beta_{f})-\mathrm{Cov}(\beta_{r})\right]^{-1}(\beta_{f}-\beta_{r} )$$ where $\beta_{f}$ is the beta of fixed effects ...
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### Why does standard error not involve population size?

$$SE = \frac{SD}{\sqrt{N}}$$ If N is the entire population, I would expect SE to be zero. If N is equal to population size - 1, I would expect SE to be lower than if N is a small fraction of the ...
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### Standard errors for covariance estimate in R

This is a very simple question: how does one get the standard error for the covariance estimate in R? I estimate the covariance using the cov function but there ...