# 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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### 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 $x_i$, ...
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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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 ...