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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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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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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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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What is the difference between "margin of error" and "standard error"?

Is "margin of error" the same as "standard error"? A (simple) example to illustrate the difference would be great!
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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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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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27 votes
1 answer
86k 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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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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2 answers
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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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3 votes
1 answer
7k 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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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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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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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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3 votes
2 answers
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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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1 answer
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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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2 votes
1 answer
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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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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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1 answer
2k 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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1 vote
1 answer
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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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42 votes
4 answers
65k 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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12 votes
2 answers
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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3 votes
1 answer
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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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10 votes
4 answers
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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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3 votes
1 answer
599 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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11 votes
1 answer
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 ...
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3 votes
2 answers
3k 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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4 votes
1 answer
352 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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3 votes
2 answers
205 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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13 votes
1 answer
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 ...
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2 votes
1 answer
374 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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214 votes
17 answers
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 ...
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3 votes
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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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15 votes
3 answers
9k 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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9 votes
2 answers
587 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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6 votes
2 answers
389 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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24 votes
3 answers
14k 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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14 votes
4 answers
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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7 votes
2 answers
493 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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2 votes
2 answers
2k 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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25 votes
6 answers
64k 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 ...
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