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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27 views

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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62 views

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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48 views

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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53 views

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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1answer
36 views

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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27 views

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 $x_i$, ...
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9 views

Is there a way to get a confidence (score or interval) on the prediction of the VW logistic model?

I am working on a problem with large and sparse data set. The logistic regression predictions using VW are satisfactory. Now, to improve the performance of the system I need to be able to tell a ...
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28 views

Standard errors for Composite Marginal Likelihood

I am estimating a multivariate ordered probit model using a composite marginal likelihood (CML) approach. In other words, I replace the full likelihood function by a surrogate likelihood constructed ...
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30 views

comparison of two biased coins, flipped by biased observers

We have 2 coins that we don't know whether they are biased or not. M observers, each flip each coin N times and get fraction of heads to total flips of $p_m^1$ and $p_m^2$. Therefore, for each coin i ...
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1answer
25 views

How to calculate / correct Standard Error or Confidence Intervals for bounded scales?

When conducting an experiment, often the data collected is interval or ratio, and as such unbounded. However, when attempting to make inferences about the population, reality often provides us with ...
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18 views

The statistic t for linear regression with robust standard error

I need to calculate the statistic t (without any softwares or this sort of things) for a linear regression with the robust standard errors already computed. I know that in order to get the t statistic ...
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22 views

Basic T stat question

I missed this on a quiz and wanted to know if somone could explain it to me so i understand it for the final! thanks. I know its probably a really simple quesitons. With a coefficient estimate of .8,...
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1answer
106 views

Standard errors of parameters in IRT

DeMars's Item Response Theory makes the following claims about parameter estimation in 3PL models: The standard error of $b$ (difficulty) will be smaller when there are more examinees with $\theta$ (...
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Is there a known connection between correction factors (from calibration) and standard error in estimation (in survey sampling)?

I have a response dataset that is very far from representative. The sample was drawn SRS. Some population groups are much more likely to respond than others, so calibration (to known population totals)...
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129 views

Interpretations of negative confidence interval

Let's say I measured the weights of 50 chickens from my family farm, which keeps 1000 chickens. The sample mean is 5 kg, SEM is ± 3 kg, and the 95% confidence interval is 5 ± 3 * 1.96 = -0.88 kg to 10....
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26 views

Sigma interpretation in panel probit model

I am struggling interpreting sigma in a random effect panel probit regression and why is this term strongly significant. I understand all the others results from the regressions. I used the ...
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49 views

Interpretations of time-series data with standard errors

I have plotted time-series data on estimates of pollutant emissions superimposed with standard errors of the means. See the figure below. In reality, quantities of emissions should be non-negative. ...
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17 views

Likelihood of an observation for a small sample size

I am trying to understand how much an observation is compatible with other data, given that the sample size of this other data is very small ($n=5$). In practice, I have several measurements: $x_{1},...
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64 views

What is the point of calculating a standard error?

Say I simulate from a normal distribution $N(\mu, \sigma^2)$ 10.000 times using a couple of different methods. I can calculate the standard error as $s/\sqrt{10000}$ where $s$ is the sample standard ...
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25 views

Calculating standard errors for long-run (cumulative) multiplier in a Distributed Lag model

I have a distributed lag model of the form: lm(wellbeing ~ temperature + temperature_lag1 + temperature_lag2 + time + individual, df) where I'm interested in ...
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45 views

Meta-Analysis - Calculating SE from given ES

I have the following problem. I am trying to conduct a meta-analysis and I have an effect size estimation of some unpublished studies. Unfortunately, I don't have the Standard Errors for the mentioned ...
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80 views

Should the standard deviation vary along the curve?

I need to draw the error bars on a curve. in the images I have seen that this process is done, the bar lengths change from point to point. but when I do for my curve I get something like : I am ...
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Which $n$ to use in the formula for standard error of a proportion

This question may be obvious to many but is not to me. I have found many variants on this question on CV but either they're not quite what I want or I don't understand them. I need to graph some ...
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1answer
81 views

Test significance of weighted average of multiple regression coefficients from different models

I have 3000 independent time series samples (customers) where I fit a dynamic regression model with ARIMA errors to each sample and estimate regression coefficient of interest (intervention), $B_1{_i}$...
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1answer
69 views

Deriving the standard error

I have read the other posts about standard error and the proof is neat and I am able to follow, however, since I am new to statistics, there's some gap in logic and concept in between the proof. Here ...
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Lagged Dependent Variable: Using Fixed Effects and Pooled OLS

I have an unbalanced panel and want to estimate if war (a binary variable) has an effect on different outcomes, for example labor force participation. But the outcome variable is clearly path-...
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52 views

Equation of standard error of a sample mean

In the equation of the standard error of a sample mean, it's given by: standard deviation divided by root-n. My major concern is: is it the standard deviation of population or the sample on which ...
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Standard error clustering: Does it depend on the variable of interest?

Suppose I am interested in whether a students age affects their performance, and I run the following regression: $performance(i) = \beta_1 age(i) + \beta_2 Female(i)+\beta_3 classsize(i)+\varepsilon(...
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1answer
131 views

Formula to Calculate Confidence Interval of Marginal Means

What is the formula for the marginal means confidence interval in a regression analysis? Let us have the following regression $Y = b_0 + b_1X + b_2Z + b_3 XZ + b_4 Cov_1 + b_5 Cov_2$ If I get it ...
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Standard errors of fixed effects

Using panel data, the fixed effect regression specification is given by $y_{it} = a_i + \beta' x_{it} + \epsilon_{it}$ where $a_i$ are the fixed effects. The fixed effects estimator $\beta_{FE}$ ...
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1answer
17 views

Kurtosis relation to error in variance estimate

For a normally distributed data, the std error of variance estimate is directly proportional to variance. However if the data has a very high kurtosis and is not normally distributed, would a high ...
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43 views

Expressing Confidence Intervals as a percentage for simplicity

I am running some stats on a feeding experiment where 6 rodents were given the choice between control seeds and treated seeds for 12 hours. seed count consumed was the response variable. I've analyzed ...
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Derive the expression for the standard errors of the intercept in the simple regression via MLE

I am trying to derive the expression for the variance/standard errors of the alpha parameter in the simple regression framework. The model is: $$y_i = \alpha + \beta x_i + \epsilon_i$$ for $i=1,...,...
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1answer
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Get the new variance of the data [duplicate]

I got an initial mean $\mu_1$ and std $\sigma_1$ by sampling samples, these samples are generated by an unknown distribution and later I drop these samples. Then I sampled some samples and got the ...
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1answer
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Standard deviation Vs ٍٍStandard error

I'm little bit confused, when I want to standardize a normal distribution, when to use standard error and when to use standard deviation ?. In statistics we often use samples so, is it always we use ...
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3answers
47 views

T-test for two independent variable

This image show sample taken from LA and NY for apple price. When I want to do a hypothesis test if the mean of NY price > LA price, I was saying that my NULL hypothesis is H0 : μ_NY - μ_LA > 0, but ...
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1answer
31 views

standard errors when bootstrap is not possible. delta method?

I run standard fixed effects regressions on a panel of aggregate firm level data (variables like average value added, average labor). I use the fixed effects that I estimate to simulate firm level ...
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1answer
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R survey sackage method for replicating SUDAAN proc crosstabs SEROW [closed]

I have been using SUDAAN's proc crosstabs to generated weighted crosstabs, percentages, and standard errors for counts and percentages. I'm trying to replicate this functionality in R and have gotten ...
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1answer
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What is the conceptual difference between Residual Sum of Squares (RSS) and Residual Standard Error (RSE)?

I am very new to statistics and am currently using the Introduction to Statistical Learning with R book. I am having some issues understanding the difference between RSS and RSE. From my ...
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Standard error of linear combination of coefficients from separate regressions

Suppose I run $N$ regressions of the form predicting future data with historic data (one year lag say): $$y_t = \beta_i*x_{t-1} $$ for $t=1\dots N$ to obtain $N$ coefficients $\hat \beta_i : i=1\dots ...
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51 views

Within Between Variance Calculation in R

I am trying to correct the Standard Errors of a OLS regression ``manually'' but I am having difficulty comparing my correction to the standard errors of a multilevel model. As an example I use the <...
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Standard error of correlated time series with observational error

I've got a some time series for which all data points have some measurement error. I want to compute a confidence interval of the standard error of the mean. I know how to compute and approximate the ...
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1answer
89 views

Can a precision-recall graph have an error bar?

I have only ever seen a precision-recall graph with lines. Could a precision-recall curve have error bars? How would the error bar be computed?
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35 views

A/B Test Statistical Analysis - Margin of Error

We ran a number of tests (A/B 50/50 split) and replicated over five days, with five rows of results: (EXAMPLE DATA STRUCTURE) ...
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1answer
20 views

Calculate Error Variance without exact information (OLS)

so the formula for calculating the error variance in the ols model is: $σ^2=\frac{\hat{u}^T\hat{u}}{T-k}$. That would be easy to calculate in a practical example, where I have all residuals ...
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3answers
219 views

How does SAS compute standard error

I need help with estimated standard errors in SAS. I'm doing logistic regression of and I obtained the score, standard error, pd and lower and upper limit of confidence interval. I also computed these ...
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1answer
48 views

How to test significant difference of time-series data, i.e. the current data is significantly different from the past data

I am working on some data like below. The data have an increasing trend with big error bars. So what kind of statistical tool I can use to test if the current level of flux is significantly higher ...
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1answer
286 views

How to calculate standard error from a 95% confidence interval

I am conducting a meta analysis and one of studies doesn't have the standard deviation so i've been stuggling to work out the standard error. CI's are of 95% I was wondering if I could calculate the ...
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How Do I Summarize To a Single Estimate After Bootstrap Resampling For Various Statistics?

It is relatively straightforward when I want to know about the coefficients, fitted values, residuals and residual standard error of my (ordinary least squares) regression models, especially if you ...
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15 views

Standard error and confidence intervals of predicted survival rates for AFT models in R

I am trying to learn how to obtain by hand the standard error and confidence interval for the prediction of lognormal AFT models (e.g., 365-day survival rates), by the delta method. I know how to do ...