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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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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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Is the algorithm of calculating SEs of beta coefficients calculated by the nlme gls finally fixed?

I can read here: https://www4.stat.ncsu.edu/~davidian/st732/examples/dental_pa.R and here: https://math.unm.edu/~luyan/stat57918/week14.pdf that: WARNING: There is a MISTAKE in gls(), and it DOES ...
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Standard error in estimated marginal means are all the same

I use the package emmeans to calculate estimated marginal means and I don't know why the standard errors are equal within the factors: ...
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Interpreting standard errors of linear regression with logged dependent variable

I'm running a linear regression with a logged dependent variable. This is the only variable in the model that is logged. For interpretation, I've exponentiated the coefficients, subtracted one, and ...
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How is standard error of regression coefficient calculated (quadratic and logit)?

I was wondering what formula is used to calculate the standard error of quadratic and logit regression coefficients. I don't have much knowledge on statistics and I have had trouble finding sources ...
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why there different standard error form in Hypothesis testing

In Hypothesis testing,Comparison of a sample mean with an assigned population mean: $$Z=\frac{\overline x-\mu_0}{\frac{\sigma}{\sqrt n}}\text{ Or }Z=\frac{\overline x-\mu_0}{\frac{s}{\sqrt n}}$$ But ...
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Can the Central Limit Theorem be used in this case? [closed]

A student investigating study habits asks a simple random sample of 16 students at her large high school how many minutes they spent on their Math homework the previous night. Suppose the actual ...
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How to calculate the standard error of a proportion estimate under misclassification?

Let's take a sample of size n from an infinite population. The population comes in three kinds ('red', 'black' and 'blue') and we want to know the proportions of each kind. For 'red' we would have $p =...
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Calculating parameter's SE of poisson regression by hand in R

I'd like to know how to calculate by hand parameter's Standard Error of poisson regression in R(0.4749, 0.1593). I could get the values by the following program, but I'd like to know the more detail ...
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Comparison of parameters across multiple panel data regressions

I am estimating a set of ten different regression using two different samples. The first sample includes all observations in the panel while the second panel is restricted since observations prior to ...
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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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Are there special techniques to combine estimates and standard errors from a complex discrete-event simulation?

My discrete-event simulation works as follows: A sample is drawn from a simulated population The simulation is run a few times for that sample Each run produces k estimates and their corresponding ...
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On the Mathematical Interpretation of Standard Error

:) My colleagues are using Standard Error in a way that I do not find intuitive. Here is the situation we are dealing with: We take the average for the last 12 months worth of sales data. We take ...
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Cross validation from Jacobian matrix of likelihood for glm(poisson, identity)

The difference of Standard Error between glm(y~x, family=poisson(link=identity)) and optim() in R Following the above question... And actually, I have an another question now. I could cross ...
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How can the clustered robust standard errors be smaller than the model based ones?

I ran a GEE model and I used it to check the difference between the empirical standard errors and the model-based one. For almost the variables, the empirical standard error was greater than the OLS ...
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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 is the denominator of z-score for linear regression coefficients called standard error?

In machine learning and linear regression applications, the z-value is given by the following formula: $$z_j = \frac{\beta_j}{\hat{\sigma}\sqrt{v_j}}$$ where $$\hat{\sigma}^2 = \frac{1}{N-p-1}\sum_{...
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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 ...
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Standard error in multiple regression

I want to calculate standard error of y-intercept or constant term in the multiple regression equation $Y = b_0 + b_1X_1 + b_2X_2$ I found the formula for standard error estimation of co-efficient $...
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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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HAC Confidence Interval in Interrupted Time Series

I have a dataset about quarterly deaths over the last 18 years (Q1 2000-Q4 2018). In Q3 2004 there was a policy change which might had lead to an increase in the number of deaths. I fitted an ...
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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 ...
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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 = \...
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Calculate unbiased standard errors for a regression from latent factor correlations

I have a SEM where various latent variables are correlated with each other. I want to use a subset of these correlations to run a regression. This can be done easily enough to find point estimates, ...
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Calculating the standard error of difference in proportions from paired multinomial variables

I have a data set where respondents are placed into one of four categories at two time points. I've worked up an example in R. ...
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Link between different standard error formulas

I am currently going through "Introductory Econometrics - A modern approach" by Wooldridge and have a question about the standard error formula. The textbook gives the following equations as an ...
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What is the purpose of the generalization error bound?

I could not understand what is the purpose of the generalization error bound, why do we need to calculate it?!. How does the generalization error bound work with 1-nearest neighbour algorithm ?. Does ...
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Who “invented” the standard error of the mean?

I need the earliest available source. I already searched statistic books of Andy Field, Bortz & Schuster, Rasch & Friese, Wikipedia, Google and I asked 3 colleagues who teach statistics.
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What is the difference between population standard deviation, sample standard deviation, and standard error?

Sorry for the rudimentary question, but I just want to make sure I understand everything well conceptually. I understand how we get the standard deviation of a population. My questions are as follows: ...
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Estimate the error variance and weights

I have been given an assignment to: Write R code to estimate of the error variance at each of the four possible air velocity/voltage combinations.Does it seem that the constant variance assumption is ...
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How is the standard error used in calculating a Tukey HSD defined and calculated?

I am looking at someone else’s published data where they report treatment means and then a single standard error value across treatment means. I want to know if certain treatments are significantly ...
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Do I calculate standard error and coefficient of variation before or after subtracting background?

I have a data set of absorbances, which were used to calculate %CO2 (micrograms CO2-C per g soil per hour) in an experiment measuring respiration (CO2 output from soils). I have to subtract the basal ...
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Relationship between measurement precision and the precision of the mean of repeated measurements [closed]

Measurement precision can be improved by measuring the same quantity multiple times and taking the average. In other words, the average of several measurements of the same thing is more likely to be ...
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How to calculate the precision of the mean of univariate time series data, based on the precision of the discrete measurements it consists of?

Assume that the precision of the measurements is fixed and independent – each discrete measurement has the same degree of random error, and is independent of all other measurements. For example, ...
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Std. err. of the difference vs std. err. of the mean of the difference: analogy to unpaired vs paired t-test?

Say we have this: ...
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Minimum number of trials per participant to assess within-group variability

I have a design in which participants can look at a correct or wrong picture (nominal dependent variable) as a function of between-subject age group (3 levels) and within-subject task type (2 levels). ...
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Estimating the uncertainty on a single sample drawn from a Poisson distribution

Consider the following example section of a time series, which shows a continuous signal in voltage, and a discrimination threshold. Each time the signal upwardly crosses the threshold counts as an ...
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Standard error of beta: n-1 or n-2?

My stats book (Gerstman's Biostatistics for Public Health) has the following formula for the confidence interval of the slope parameter beta. The formula indicates that the denominator for the SE of ...
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CNN models comparison [duplicate]

I coded a 38 layer CNN and 8 layer CNN but there's something wrong in my 38 layer CNN, which doesn't learn anything. Not able to fugure out what's wrong. They were trained on CIFAR.
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Which statistic is this (if any)?

I apologize in advance for the somewhat long description. Which statistic is the following (if any)? Let's say we have 100 colleges, each of which has conducted a survey of its students about ...
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How to produce synthetic (fake) data knowing the correct fit parameters?

For cross-checking purposes, if I want to check that a NonlinearModelFit performed in Mathematica is producing the correct standard errors, I would need to produce simulated data based on the fitted ...
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How to define the estimated standard error

I cannot find a proper definition of estimated standard error. Suppose $$X_1,\cdots,X_n\sim Bernoulli(p),$$ then $$\hat{p} = \dfrac{1}{n}\sum X_i$$ is the ...
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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 $x_i$, ...