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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Does standard deviation and its confidence interval consider the stochastic variability of data?

If we compute the standard deviation of a data set composed of a single feature and then compute its confidence interval, then can we say that these computations have considered the stochastic ...
90 views

Are the confidence intervals of logit model coefficients normally distributed?

In more detail to the above... I have a GLM with a logit link examining behaviours (success = 1, failure = 0) across some quite large datasets (n ~ 30,000 to 3,000,000). The IVs are standardised and ...
66 views

central limit theorem: do we care about standard deviation within one sample of size n? [duplicate]

I'm learning applications on Central Limit Theorem and got really confused with a few points. Think of an example of applying Central Limit Theorem: We have a whole population of 10 billion items ...
1k views

Calculating standard error for funnel plots

I'm a programmer, with a decent but not-expert knowledge of stats, and I'm working through these instructions for how to create funnel plots. I know that there are better ready-made tools (e.g. R) ...
1k views

Relationship between point estimation and confidence interval

Suppose I have a toy example for linear regression ...
328 views

analysis of non-normal data

I collected some data on a species of goose called Brent Goose over the winter. A csv file of the data can be downloaded from Dropbox or imported straight into R with this code: ...
886 views

Calculating standard error of log response ratios from standard errors of the two means

I was wondering how I go about calculating the standard error of a log response ratio from the standard error of the two means, provided they both have equal n. (I then want to use this to calculate ...
45 views

Why isn't instrumental/numerical precision classified as systematic error?

Sorry if my question is insultingly elementary, or if this isn't the right place to ask this. Though it's really just a matter of semantics, this question has been bugging me for quite some time. ...
335 views

Calculating standard error of the mean when we have uncertainties for each measurement

Our measurement method Suppose we want to measure the period oscillation of a simple pendulum consisting of a weight hanging from a string. We displace the weight, let it go and measure the time $t$ ...
38 views

Question about estimating the standard error of the regression- notation and intuition

in a standard linear regression frame work: $y_{i}=\beta x_i + \epsilon_i$ when calculating standard errors, we find an unbiased and consistent estimator of $var(\hat{\beta})$. Assume spherical errors....
52 views

Is my model selection approach correct?

I am trying to find the best k for my kNN algorithm. I am using K Fold CV and Stratified K fold CV, with K = 5, 10 & 20. I run a K-Fold CV on my training dataset, for each k [1-50]. In the end, I ...
83 views

How can I compute a confidence interval for a sample expectation given an unnormalized distribution?

Suppose I have a weight function $w(x)$ defining a probability distribution $P(x)$ for $x \in D$ as $P(x) = \frac{1}{Z}w(x)$, where $Z = \sum_{x'} w(x')$. However, I do not know $Z$ because it is ...
46 views

Average sample size of two fishers z correlations

I am conducting a meta analysis of Pearson's r correlations. As there are two correlations , sometimes three , for the same study and dependent variable I have averaged the correlations via fishers z ...