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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426 views

Error bars calculation in a split-plot design

I have the following experimental design : Sampling is carried out on three random sites (Factor Site is coded : Site1, Site2, Site3). Within each site, sampling is carried out in a dry plot and in a ...
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1answer
145 views

Basic standard error issue with short event

I'd like to measure the duration of a function call. The function call has one parameter, n. If I were to graph an average of the function call's duration, with <...
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1answer
821 views

Calculating the Standard Error of the Mean (SEM) of a sample from the SEMs of two subsets of that sample

Can you calculate the Standard Error of the Mean (SEM) for a set of data given the SEM from two subsets of the data? How would you do this? (The two subsets are mutually exclusive and exhaustive.) ...
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2answers
2k views

How to correctly describe measurement variation (over multiple repetitions)

Firstly, please forgive my lack of statistics knowledge, but I am hoping someone can clear up my misunderstandings. I am taking a sample of a physical quantity, (for example: temperature). To take ...
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3answers
23k views

How can I calculate margin of error in a NPS (Net Promoter Score) result?

I'll let Wikipedia explain how NPS is calculated: The Net Promoter Score is obtained by asking customers a single question on a 0 to 10 rating scale, where 10 is "extremely likely" and 0 is "...
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1answer
6k views

One standard error rule for variable selection

Breiman et al recommend the 1-SE rule, and show that it is successful in screening out noise variables. At page no. 80 of their book, I get confuse about the '1 S.E. Rule'. $$R'[T(k_l)]\leq R'[...
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0answers
1k views

Finding standard error of price elasticity

I have a regression that is of the following form: $$\text{salespc} = \beta_1 + \beta_2 \text{realprice} + \beta_3 \text{realincpc} + e_i $$ My output from R is as follows: ...
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1answer
3k views

Error bars in interaction plot for ANOVA

I notice whenever I see an interaction plot for say a simple two factor ANOVA there are no error bars present, just the points for the estimated means. Is it ever appropriate to display error bars in ...
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1answer
7k views

Minimum cluster size requirements? Minimum sample size requirements for clustered standard errors?

I have a sample with little over 100 observations and 50 clusters, one quarter of which have only one observation. Is it correct to calculate clustered standard errors in a linear regression that uses ...
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1answer
242 views

Smoothing when standard errors are known/estimated

I have a set of estimates of function values, along with estimates of their standard errors. To somewhat simplify matters: for $x$ running from $1$ up to $70$ in (integer) steps (in fact a parameter ...
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1answer
126 views

Is there a qualitatively useful statistic or approach to an ill-behaving sample average?

I was running some timing simulations on a computer. As is often done with low latency things like this, I was running the relevant block in a loop $k$ times and then recording the total time over $k$ ...
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1answer
73k views

Converting standard error to standard deviation?

Is it sensible to convert standard error to standard deviation? And if so, is this formula appropriate? $$SE = \frac{SD}{\sqrt{N}}$$
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1answer
213 views

How should I characterize the “typical” variance of a large collection of variables?

For an experiment I'm analyzing, I took many measurements of many different values. (To make it concrete, let's pretend I measured the height of people from many different age groups -- I have the ...
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2answers
8k views

How do you calculate standard errors for a transformation of the MLE?

I need to make inference about a positive parameter $p$. To acomodate the positiveness I reparametrized $p=\exp(q)$. Using MLE routine I computed point estimate and s.e for $q$. The invariance ...
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1answer
6k views

Standard error from OR and HR

I'm planning to combine several observational studies, some of which have produced odds ratios and some hazard ratios. How do I get the standard error from the odds ratio $1.57$ ($95\%$ CI: $1.08-2.27$...
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2answers
3k views

Appropriate error bars for repeated-measurements designs

I conducted a t-test / ANOVA (both repeated measurements) and I want to represent the difference in the mean via a bar graph. There are several different views about the appropriate error bars for ...
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1answer
2k views

Finite population correction for calculating margin of error

Let's say that I have a population of 10000, and I have a sample of 300 that have responded to an online survey. Of 10000 invitations, 300 hundred have replied. Would I be able to use the finite ...
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2answers
1k views

ARMA model coefficient standard errors

I'm writing Python code to use the Kalman State-space approach to estimate ARMA model coefficients using MLE however, I'm not too clear on how to derive the coefficient estimates standard errors from ...
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2answers
2k views

Comparing two datasets (of the same physical quantity) - what do I learn from this graph?

I'm having a hard time understanding what the authors of this paper (pdf) want to tell me with this graph (Fig. 2,3 (shown below) and 4, right): [Caption: A comparison between the standard deviation ...
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1answer
14k views

How to calculate SE for a binary measure, given sample size n and known population mean?

Lets say there is population of measurements X, and 50% of those X = 1, and the the other 50% = 0. Therefore, population mean = 0.5 given a random sample of size n, how do you determine the SE of ...
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1answer
70 views

Computing descriptives statistics for sites and locations based on literature search with sites having varying numbers of time points

I've collected a data set from the literature. These data are largely binomial: they are clutch sizes of a bird that lays only 1 or 2 eggs in most areas, and in some areas will lay 3. However the only ...
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2answers
663 views

What statistical test can I use to detect clumping?

I have time series data that represent dates/times of trades taken in a financial market. I would like to assign a score to this data that represents whether the trades are ...
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1answer
1k views

How to interpret decreasing AIC but higher standard errors in model selection?

I've got a problem choosing the right model. I have a model with various variables (covariables and dummy variables). I was trying to find the best size for this model, so I first started by comparing ...
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1answer
332 views

Margin-of-error calculation in survey

I've been trying to replicate the results in this online calculator: http://www.raosoft.com/samplesize.html However, it seems that I am missing something. Exactly how do I solve the margin of error ...
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4answers
39k views

Standard error clustering in R (either manually or in plm)

I am trying to understand standard error "clustering" and how to execute in R (it is trivial in Stata). In R I have been unsuccessful using either plm or writing my ...
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2answers
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 ...
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1answer
1k views

Individuals standard deviations and/or standard errors for groups after implementing ANOVA?

I've seen couple of articles reporting individuals standard deviations and/or standard errors for groups even after implementing ANOVA. My understanding is that groups SE's should be based on ...
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4answers
920 views

What is standard error used for?

I'm using a tutorial I found and plotting mean values along with the standard errors to show my data. But I'm having a problem discussing the results. My plot is as shown below: some of the standard ...
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1answer
537 views

Alternative Egger's test, without using standard error

A simplified regression equation $ES=\frac{a+b}{n_1+n_2}$ has been suggested as an alternative to Egger's regression equation $\frac{ES}{SE}=\frac{a+b}{SE}$, where ES=Effect Size, $n_1$=sample size of ...
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1answer
1k 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 ...
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2answers
2k views

How do you compute the annual standard error of a regression model when the model itself is based on monthly observations?

Let's say you regress monthly stock returns, and the regression model has a standard error around such monthly stock returns of 2%. Next, you forecast the next year annual stock return based on the ...
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1answer
345 views

Does a within-subjects factor with unequally represented levels mess up a repeated-measures ANOVA?

Is there any downside to using a repeated-measure ANOVA when you have a within-subjects 2-level factor where 1 level is represented by more trials than the other. I know in ANOVA we are comparing ...
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2answers
198 views

What does averaging do for the noise level of my signal

We are measuring data with a high sample rate (20 kHz) and calculated a big standard error due to our system setup. Currently we are only interested in slow signals (in the order of Hz's) is it valid ...
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1answer
8k 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 ...
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1answer
366 views

Stratified Random Sampling of Ratio (X/Y) where X itself is an estimate

I am trying work out the variance of the population estimate var (R) where R = X/Y (X = sum(x) and Y = sum(y)). For each member of the population I know y and I have stratified the population and ...
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15answers
118k 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 ...
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2answers
5k views

Adding coefficients to obtain interaction effects - can I add standard errors?

I posted this question earlier and am rewriting it in hopes of getting some guidance. I am using a weighted regression (after propensity score matching) to obtain estimates of the effects of a ...
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3answers
8k views

Adding coefficients to obtain interaction effects - what to do with SEs?

I have a multivariate regression, which includes interactions. For example, to get the estimate of the treatment effect for the poorest quintile I need to add the coefficients from the treatment ...
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2answers
440 views

What's the accuracy of data obtained through a random sample?

I'm a newbie at stats, so if I make any mistaken assumptions here please tell me. There's a population N of people. (For example ...
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2answers
345 views

How to compute the standard error of an L-estimator?

I am trying to compute the standard error of the sample spectral risk measure, which is used as a metric for portfolio risk. Briefly, a sample spectral risk measure is defined as $q = \sum_i w_i x_{(...
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3answers
10k views

How can I estimate coefficient standard errors when using ridge regression?

I am using ridge regression on highly multicollinear data. Using OLS I get large standard errors on the coefficients due to the multicollinearity. I know ridge regression is a way to deal with this ...
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4answers
5k views

Follow up: In a mixed within-between ANOVA plot estimated SEs or actual SEs?

I am currently finishing a paper and stumbled upon this question from yesterday which led me to pose the same question to myself. Is it better to provide my graph with the actual standard error from ...
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2answers
475 views

Meaningful deviation measure with strongly varying datapoints

I'm trying to compare several methods by their performance on a set of synthetic data samples. For each method, I obtain a performance value between 0 and 1 for each of those samples. Then I plot a ...
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2answers
1k views

How do I calculate the SE for PPV, NPV, and DOR?

I am attempting to calculate the standard error (SE) for the positive predictive value (PPV), negative predictive value (NPV), and diagnostic odds ratio (DOR) that I have obtained using the rates of ...
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6answers
47k views

Always Report Robust (White) Standard Errors?

It has been suggested by Angrist and Pischke that Robust (i.e. robust to heteroskedasticity or unequal variances) Standard Errors are reported as a matter of course rather than testing for it. Two ...