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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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 ...
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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 ...
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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 ...
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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-...
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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 ...
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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: ...
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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 ...
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1answer
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 ...
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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 ...
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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 ...
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1answer
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 ...
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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 ...
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Inclusion of standard error in regression equation

$$ \begin{alignat}{14} P = 11&.32 &+ 0&.71 \,\text{PASN} &+ 1&.54 \,\text{DIS} &- 1&.02 \,\text{DIS}^2 &+ 3&.44 \,\text{FUEL} &+ 1&.36 \,\text{FIRST} &...
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How does one obtain a standard error estimate of the difference between a direct and conventional estimates in a combined list experiment?

Background Aronow, Coppock, Crawford, and Green (2015) discuss a "combined list experiment." For background, this is used when surveying questions that might be prone to social desirability biases. ...
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What will be the confidence interval(for below question) for 99 percent confidence level [68 95 99 rule] [closed]

Is the below solution correct....because the probability of obtaining a sample which would have the mean height of 70 will fall under the intervals calculated using the mean+/- 3(SD) [99% Confidence ...
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38 views

significance of difference smooths

I am working to understand what is represented by the standard errors and confidence intervals of smooths of ordered factors. In this toy example, I wish to determine (1) the overall form of the trend ...
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56 views

Are the standard errors in the coefficients of a linear regression corellated?

Lowly physical scientist here so please excuse my ignorance. I have a data set of thermal expansion coefficient, $\alpha$, against temperature, $T$ that I fit with a linear regression. From this, I ...
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MLE standard errors: complex from optimizing negative loglikelihood using fminunc

Does anyone know what goes wrong when fminunc in matlab returns a hessian of which the square root of the diagonal of the inverse hessian provides complex numbers? The complex numbers arise due to ...
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Standard Error of Maximum Likelihood Estimation [duplicate]

Can anybody tell me how to find numerical values for standar errors of the Maximum Likelihood Estimation of Binary Logistic Regression?
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Correct order for computing standard error of the mean of means

Good afternoon, I read some related questions but there is still some things I can't quite wrap my head around. Let's say I want to average some time series over X subjects, Y channels, and, ...
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63 views

Clustered standard errors in R

I have data on US states across 10 years connected with accidents. Traffic fertility is my dependent variable, independent variables are: age, alcohol consumption, rainfall, number of miles travelled ...
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Need clarification for different notations and corresponding formulas in Linear Regression

1) First of all, can anybody clarify, whether my notations correspond to the correct formula. As I found different descriptions/notations for different formulas, I tried to put these Information ...
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How to estimate the standard error?

I have to estimate this expression: $a=1- \mathbb{E}[D | Z=1]$. $D$ and $Z$ are binaries variables. I know that we can rewrite a as $$\begin{align*} a &= 1 - \frac{\mathbb{E}[DZ]}{\mathbb{P}[Z=1]...
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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 ...
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101 views

ARMA/GARCH estimation with standard errors

I want to estimate the parameters and standard errors of the following ARMA/GARCH model: $$y_t = a + by_{t-6} + cy_{t-8} + d\epsilon_{t-1} + \epsilon_t $$ $$\sigma^2_t = \omega + \alpha \epsilon_{t-1}^...
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Standard error for difference between two independent gains

I've calculated an effect size for the difference between two standardized pre-post differences of two independent groups of subjects. That is: $[Mean_{dif_{group~1}}/SD_{dif_{group~1}}]-[Mean_{dif_{...
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Multiplying with standard error for population estimate

I need to calculate a population estimate from slightly mismatched data. I have the average (±SEM) density of apartments in different areas of a city (2200±120 per km2, n = 12) collected in 2012, and ...
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43 views

Which formula for t-test is correct?

When Population variance is unknown and n<30 we use t-test. x=sample mean, u=population mean, s=sample standard deviation, In my book and on many online websites i found t-test formula to be t=(...
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34 views

Standard error ARIMA model

I have estimated parameters for a ARIMA model using the ML method. But now, I want to know the standard errors of these estimates. How can I calculate them? Thank in advance!
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Standard Error - estimator vs model

I need some clarification on what the meaning of standard error is, when considering a regression model. Is it fair to say that: The standard error of a regression coefficient (ie beta) is an ...
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64 views

Standard error or confidence interval of a weighted average

I am calculating a weighted average according to, $f = \sum_{x=1}^{3} a_{x} \sum_{i=1}^{10} d_{x,i}w_{x,i}$, where $d_{i}$ are the values being weighted and $w_{i}$ are the weights. $a_{x}$ is ...
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How does the TraMiner Package Calculate Standard Error Using Weighted Data?

The TraMiner Package includes an option to include sampling weights in the analysis. However, I haven't found any discussion in the package documentation (or associated user manual) of how standard ...
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Tukey Kramer and the reduction of type one error

I hope everyone is doing well. I understand that the Tukey Kramer reduces the chance of getting a type 1 error by using a pooled variance. That pooled variance then gives you a lower standard error ...
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predict important markov chains(paths to an event) with confidence

I need help in validating my current approach as well as find any alternative approaches I could use in order to tackle issues like below. I have a dataset like below and I need to find important ...
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Standard Error over the mean: a valid 'modified coefficient of variation'?

At my work, we have used a 'modified Coefficient of Variation', defined as the Standard Error over the mean, and I wanted to ask if there is any statistical justification for this. We are interested ...
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Newbie wondering about standard deviation and how to detect outliers in new datapoints

So I have a dataset, with the count of records processed per day in each, e.g. | 27th April: 3491 | 28th April: 2058 | 29th April: 9321 | 30th April: 1021 I want to be able to take a new day's count ...
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central limit theorem: do we care about standard deviation within one sample of size n? [duplicate]

I'm learning applications on Central Limit Theorem and got really confused with a few points. Think of an example of applying Central Limit Theorem: We have a whole population of 10 billion items ...
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How to find the standard error of a sample of measurements each with their own uncertainity

I have a scale that has a resolution of +-0.01 grams. I have assumed that it has a standard error of +-0.005 grams. I would like to measure the mass of an Samsung INR18650-30Q battery. I would like to ...
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How to calculate the standard error of a slope in linear regression model? [duplicate]

I got a formula: $$ s(b_1) = \sqrt{\frac{1}{n-2}·\frac{\sum{(y_i-\hat{y}_i)^2}}{\sum{(x_i-\bar{x})^2}}} $$ , is this correct? and how can I calculate the standard error of the intercept? I am ...
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39 views

How exactly can I get sampling distribution of means for calculation of standard error?

Let's denote population by $ N $ and sample with which I want to make inference about $ N $ denote by $ n $. Let's assume I have already collected $ n $. Now I want to get means for sampling ...
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355 views

what is the difference between Standard error of the means vs Sampling error?

I am confused after learning about the different terms. I understood Standard error of the means to be the Standard Deviation of the sample means, whilst Sampling error is the Standard Deviation ...
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Standard error of estimation - Statistics

I have 2 sets of data X and Y for results of an exam. X - [some random exam result for exam x] - Number of data for x is 110 Y - [some random exam result for exam y] - Number of data for y is 130 ...
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Is standard error a function of population standard deviation?

I was watching a lecture video on hypothesis test from Khan Academy. At 4m 26s of the video, the lecturer defines standard error. Here he says that 'We don't know the standard deviation of the ...
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overall variance of different time signals

I have two sensors mounted on two appliances and they measure a variable in the time domain every 1 second. Now for the course of 1 hour, I want to make only one error bar that contains both signals....
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32 views

Calculating standard error of coefficients in segmented regression

Consider the following equation resulted from segmented regression: $$\hat y_i = \begin{cases} \hat\beta_1 x_i + (\hat\beta_0 - \hat\beta_1 \cdot c) &\text{if } x_i \le c \\ \hat\beta_2x_i + (\hat\...
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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. ...
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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 (...
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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 ...
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1answer
42 views

Questions about standard error

We are trying to create a table of standardised effects and standardised errors to compute for a meta-analysis. And I had a few questions around this Can you get a standard error for pearson ...
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Calculating standard error for each omnibus effect in an ANOVA

This is the output of a regression of a continuous outcome variable on two categorical predictors: group (placebo vs active) and ...