# 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.

1,095 questions
Filter by
Sorted by
Tagged with
33 views

### How do I calculate standard error for mortality experiment?

I ran an experiment looking if injuries affect the mortality of crabs over 50 days. How do I calculate the standard error for days when crabs died in relation to the percent mortality? Say I start ...
25 views

### Can mean standard error be transformed and remain interpretable?

Suppose I collect a two random sample from separate populations Sample 1 has: $$\bar{x}_1 = A \\ SE(\bar{x}_{1}) = C$$ Sample 2 has: $$\bar{x}_2 = K \\ SE(\bar{x}_{2}) = N$$ I am interested in ...
113 views

### The relative size of the SE for ratios compared to the SE for means

Pardon a relative novice's question. I'm seeking a reference that describes, compares, and gives formulas for the standard error for ratios and the standard error for differences between means when ...
23 views

### standard errors for computing means via OLS regression

Suppose I have a variable $y_{i,t}$ which is say a well-being index for individual of type $i$ in month $t$. There are 2 types of individual, $A$,$B$, which are mutually exclusive, and three non-...
54 views

### Standard error for the difference between two predicted probabilities

Imagine a logit model with a continuous independent variable, a binary independent variable (the treatment) and an interaction between the two. In a first step, I want to predict probabilities at ...
111 views

### Calculating standard errors of non-OLS regressions in python and scipy [closed]

Scipy/statsmodels provides the ability to get a number of metrics from the output of an OLS regression model, a few examples of which (from statsmodels) are the following: ...
9 views

### Correctly representing uncertainty (standard error) of estimates plus variation between replicates?

Suppose I have each individual estimated value a standard error (estimated by fitting curves). And in each experimental treatment, I have 4 replicates (4 different estimated values). How do I combine ...
64 views

### Determining the standard error of a ratio of means [duplicate]

I hope that this request will make sense. I am not extremely proficient in these kinds of stats, so please also excuse my limited vocabulary. I have two datasets, we'll call A and B, and for each ...
40 views

### Simultaneous GMM estimation: standard errors of common coefficients

So I am estimating a production function based on Wooldridge (2009) GMM adaptation of preexisting semi-parametric, 2-stage techniques. One of the upsides of GMM is simultaneous instead of sequential ...
40 views

### why do lm() and plm() give different Std. errors when combined with vcovHC? And other doubts [closed]

I'm attending an introduction course to econometrics and I have to solve some empirical exercises with r, but I have some doubts. These two formula compute the same coefficients, the same std. Errors ...
60 views

### How to get rid of zero standard error values, missing t-values and p-values

I was running a couple of Tobit regressions on SAS. Surprisingly, I found that estimates from one model show 0 standard errors, missing (.) t-values and p-values. Why did this happen? What does this ...
19 views

### How to identify if standard error is stable?

I am doing some genetic simulations and I want to stop them when the standard error is "stable", i.e. the variation is not too high. The goal is to avoid wasting time and computational resources. I ...
75 views

34 views

### Estimating sample size needed to reach estimate precision (Bayesian CIs)

I want to estimate the required sample size to reach a specified width (precision) of the Bayesian credible intervals of the parameter of interest by using the standard error (posterior standard ...
101 views

302 views

### Standard Error/Confidence Intervals for a Difference-in-differences analysis

I'm attempting a 'difference-in-differences' analysis of a health policy intervention. Scenario: Health clinics are paid for the percentage of eligible patients who they give the right treatment to. ...
25 views

### Standard errors in fixed effects regression using R

For my master thesis, I want to examine the relationship between consumer credit loans and house prices in Norway after a policy change in mortgages from 2017. To do this I've set up a pooled (...
88 views

### SAS and R gives different standard error when fitting Tweedie model

I would like to fit a Tweedie GLM to the data. However, even though PROC GENMOD from SAS and glm() from R gives the same coefficient estimates, they give quite different standard error. What it the ...