# 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.

1,440 questions
Filter by
Sorted by
Tagged with
211k views

### 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 ...
• 20.3k
185k views

### 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 ...
• 1,683
114k views

### 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?
• 1,243
43k views

### 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 ...
• 12.7k
16k views

### 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 ...
• 52.8k
122k views

• 747
102k views

### Extract standard errors of coefficient linear regression R [duplicate]

Possible Duplicate: How do I reference a regression model's coefficient's standard errors? If I have a dataset: ...
• 2,221
26k views

### 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 ...
• 491
9k views

### Calculate Newey-West standard errors without an lm object in R

I asked this question yesterday on StackOverflow, and got an answer, but we agreed that it seems a bit hackish and there may be a better way to look at it. The question: I would like calculate the ...
• 1,181
3k views

### 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% ...
• 540
4k views

### Finding precision of Monte Carlo simulation estimate

Background I am designing a Monte Carlo simulation that combines the outputs of series of models, and I want to be sure that the simulation will allow me to make reasonable claims about the ...
• 121
10k views

### How to calculate the standard error of a proportion using weighted data?

I know the "textbook" estimate of the standard error of a proportion is $SE=\sqrt{\frac{p(1-p)}{n}}$, but does this hold up when the data are weighted?
• 135
2k views

### Alternative funnel plot, without using standard error (SE)

Before submission of my meta-analysis I want to make a funnel plot to test for heterogeneity and publication bias. I have the pooled effect size and the effect sizes from each study, that take values ...
5k views

### Why is the standard error of a proportion, for a given n, largest for 0.5?

The standard error of a proportion will be the largest it can be for a given N when the proportion in question is 0.5, and gets smaller the further the proportion is from 0.5. I can see why this is so ...
• 423
I have 3 to 5 measures of a trait per individual in two different conditions (A and B). I'm plotting the average for each individual in each condition and I use the standard error (i.e., $SD/\sqrt{N}$...