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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Using standard error instead of standard deviation for t-tests in R

I have a question about t-tests. I am using the rnorm function in R (example below) to perform t-tests on the difference of two means. Traditionally, this works by telling R the sample sizes, means, ...
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Calculating stderr for a bar plot of rate of events detected

I'm trying to understand the correct way to calculate standard error bars for the plot below. ...
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standard error in Weighted Least Squares in R

I am thinking of using a weighted least square method and checking the meaning of this approach. In particular, I am checking how the method in lm(., weights = w) ...
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Tests with summary data: converting SEM to SEP (mean to proportion)

I'm taking some data from online published bar plots with standard error bars, and I want to test whether certain proportions are the same or different. In this contrived example, imagine the authors ...
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covariance estimate for the means of two unpaired dependent samples

I have two dependent samples $\mathbf{X}$ and $\mathbf{Y}$ of $s$ and $t$ observations, respectively, that is $$ \mathbf{X} = \{X_1, \dots, X_s\} \;, \\ \mathbf{Y} = \{Y_1, \dots, Y_t\} \;. $$ For ...
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what does generalized estimating equations with robust standard error mean

I am currently working on logistic regression and came across some articles stating "generalized estimating equations with robust standard error" or "with robust sandwich estimators for ...
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Standard Error of Trimmed Mean

In the famous article by Efforn and Tibshirani "Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy", the authors make the following claim ...
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Computing square error for BIAS, RMSE and centre-pattern RMSE (or Unbiased RMSE) and its 95% confidence interval

I hope you are all well and can help me with my question. I'm comparing in situ data (X in log10) with model-estimated data (Y in log10) using linear regression. For this I calculate the BIAS, RMSE ...
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Uncertainty over set of slopes from least-squares

I got several slopes, of the same measurement, taken in different samplings. All slopes come from least-squares fit, which allows to determine a stadard error associated to that slope, but how do I ...
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How can I calculate the standard error of measurement (SEM) for crossed data that were repeated once?

I have acquired the responses of 10 persons that rated 15 items twice. All persons rated all 15 items. (10x15, rows=participants and columns=items). I have calculated the test retest reliability of ...
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Clustering Standard Errors for Panel Data with multiple groupings

I have a Group-Firm-Year panel data set (i.e., multiple firms make up a group). Suppose I have exogenous variation at the group level over time. In a panel regression with firm and time fixed effects ...
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Standard deviation of estimated parameters in Monte carlo simulation

I am new to Monte Carlo simulation and have a question. What is the connection between the standard errors of the estimates that we normally get from a regression and standard deviation of sampling ...
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How to include standard error of input values in weighted linear regression?

In first step I have made linear regression for every array of 10 points for 25 devices as in the plot I get resistance R = 1/slope for every device and SE(standard error). Every 5 out of 25 devices ...
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Why is my standard error for the treatment effect is not giving the right 95% confidence interval in R (meta package)?

I am trying to do a meta-analysis using risk ratio, lower and upper 95% confidence interval in meta package in R but for example, M study, obtained upper and lower 95%CI ([0.7162; 1.1690]) were ...
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The standard error of the bias-corrected estimate of a parameter?

I am using bootstrapping to estimate the standard error of a model parameter, and noticed the the plug-in estimate of the parameter (m) differs from the average over bootstraps (<m_boot>). I'd ...
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Confidence in benchmark results

I'm trying to determine if the results that I have obtained from running a series of benchmarks are statistically significant. i.e. if one benchmark really is faster than the other or if it was just a ...
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Confidence intervals around functions of estimated parameters

Suppose I estimate the following model, $$ y = \hat{\beta_0} + \hat{\beta_1} X_1 + \hat{\beta_2} X_2\ , $$ and am additionally interested in the quantity $$ \gamma = \sqrt{\beta_0^2 - 4\beta_1\...
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Does it make sense to describe the SEM as an estimate?

If one calculates a standard error of the mean from the sample mean and sample standard deviation of n observations drawn from a normally distributed population, does it make sense to call that SEM an ...
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Confidence interval without sample size, only variance?

Suppose we have an estimate ($\bar{y}$) and want to generate a confidence interval. However, we only have the variance of the sampling distribution ($v$) - and not the $\text{n}$. Instead of: $$ CI(\...
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Standard Error of the Regression Formula for General Time-Series Confidence Intervals

Let's say that I use a forecasting model to product a single-point forecast. The table below represents the outcomes on the previous 4 years: Year Y Prediction Error Error ^ 2 Year 1 11 14 -3 9 ...
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Uncertainty when substracting average from the same data set

I have a data set with its own measurement uncertainties. Then I do averaging of the population and use standard error of the mean as the uncertainty for the average. My question is, I need to ...
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Statistics question: Why is the standard error, which is calculated from 1 sample, a good approximation for the spread of many hypothetical means?

I'm re-learning statistics and got confused by the idea of taking the standard error from 1 sample's worth of data (standard deviation of sample divided by the square root of sample size, i.e. $\frac{...
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Standard error of a probability distribution

I have some random data, s measured on an experimental system. Due to experimental constraints, I can sample it 150,000 times in every shot. I am interested in the probability distribution, P(s) of ...
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Overall uncertainty in a set of numbers that are normalised to 1

If I have multiple sets of predictions for $A$, $B$, $C$ subject to the constraint $A+B+C = 1$ I believe I can get standard deviations $\sigma_a$, $\sigma_b$, $\sigma_c$ from the variance over the ...
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1 Sigma Error Brings Specificity > 1

I am running a classification model on some medical images. When calculating the specificity, we get a value very close to one and then when the 1 sigma standard deviation is calculated its range ...
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Why is there a discrepancy between the underlying meaning of variance between basic statistics and meta-analyses?

Normally, I would say that variance (and, in extension, standard deviation since it's just the square root of the variance) refers to a measure of deviation that describes how data points within a ...
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Calculate the standard error of the difference between two independent proportions

Here's the question: A survey of 500 males and 700 females showed that 132 males and 226 females agreed with a particular statement. Use this information to calculate the proportions of males and ...
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Which SD to use in z-test for proportion in population

Background: I am testing the prediction ability of games in a league season and as a naive approach would like to check if the proportion of correctly predicted games is > 0.5 and statistically ...
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Calculating standard error of growth rate calculated as difference in logarithms

I have a dataset with many observations in each year, and I am looking to construct estimates of the growth rate of the mean value of a variable since year 1. My supervisor has instructed me to ...
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Understanding correlation between estimated class probabilities for multinomial distribution

Suppose that I estimate class probabilities for a multinomial distribution with three classes using individual binomial confidence intervals. I'd like to create a confidence interval the error around ...
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lavaan: No variance in predicted standard errors

I have a question concerning the prediction of factor scores with lavaan. When I try to predict factor scores with my estimated model, I get variance in the factor scores but not in the standard ...
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What exactly does standard deviation mean in this dataset, and how do I go about generating it in another?

I'm trying to add error bars to a boxplot in R. I need sd/se and all of the instructions I can find that I can understand have datasets with sd/se already calculated, like so: My dataset is set up ...
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I need to calculate the standard error of a difference of two predictions

I am using r. I am running a linear regression, lm(y ~ x), where x is a numeric variable that can take on the values of integers [1, 5]. Then, I compute the predicted difference in y for when x=1 and ...
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Standard error of the estimated mean of Y for second-order models

I have a second order model that represents errors of calibration of a sensor. I know that the standard error of mean of $Y$ (given $X_0$) for linear models is: $SE_{( \mu Y/X_o)}= s\sqrt{\frac{1}{n}+\...
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Mean of values with individual random errors

I have 3 values and each of them have some random error to them. These values have no correlation with each other and neither do the errors. I want to find the mean of these values and the standard ...
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Why the standard error of the mean never gets to zero even when the sample has the same size as the population?

Why, when we calculate the standard error of the mean for a hypothetical sample with the same size as the population, the value is not equal to zero, if the sample in this case is identical to the ...
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Deriving the standard errors of the regression estimators $\hat{\beta}_1$ and $\hat{\beta}_0$ [duplicate]

I am currently reading over some notes on regression. The notes state that the least squares approach chooses $\hat{\beta}_0$ and $\hat{\beta}_1$ to minimise the residual sum of squares (RSS). It then ...
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How to propagate error in a regression calculation

My dataset is shown below. In it, I have 4 time points (T0-T3) where I measure counts for n different samples as well as a control. From this, I calculated standard error for each sample with the ...
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Interpreting CI, standard error and estimates

I'm running into interpreting some of my results. I am fairly new to statistics, and I've watched a lot of youtube videos and googled even more, but I don't know if I'm interpreting this correctly. ...
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Obtaining standardized mean differences or pooled standard deviation for linear contrasts

I have a weighted linear regression with three categorical predictor variables (each with 4 levels), and have tested three contrasts using the multcomp package in R: ...
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What is the justification for weighting meta-analysis by standard error instead of sample size?

I have observed in many meta-analyses, and in tutorials on the matter, that the analyzed studies are commonly weighted by the reciprocal of the standard error. This seems to have a face validity ...
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Why does NSL report Std. Err that is equivalent to the NIST reported SD

I am running a verification using the NISTnls package (https://cran.r-project.org/web/packages/NISTnls/NISTnls.pdf). When I used the example code for the supplied functions, e.g. Chwirut1: result <-...
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What is the difference between Type A and Type B uncertainty evaluation?

I am trying to evaluate the uncertainty in measurement following the Guide to the expression of uncertainty in measurement (GUM) elaborated by the Joint Committee for Guides in Metrology. Link: https:/...
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2 votes
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How to calculate the standard error of multiple linear regression coefficient

I'm learning linear regression. I'm stuck on how to calculate the standard error of the coefficients. I know that in the simple linear regression provided by this equation $ y = \beta_0 + \beta_1x + ...
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How to estimate minimum sample size to achieve a certain confidence interval?

The title of this question is a bit general. Allow me to elaborate. Context I'm measuring a biological parameter (BP) of different subjects. For each subject, BP follows a normal distribution, with ...
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How to get standard errors of linear regression coefficients subject to linear equality constraints

I have a regression problem with multiple sets of sum-to-one categorical features (e.g. X1=Male, X2=Female, X3=Weekday, X4=Weekend), intercept needs to be included as well as some restrictions on the ...
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Calculating the standard error of sensitivity and specificity

For a method, I'm calculating it's sensitivity and specificity. I also want to calculate standard errors, but I'm unsure how. I don't have a sample to calculate it from. All I have are 50 iterations ...
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Difference between coeftest output: 'twoways' and 'individual' + time dummies

Cross-posted on Stack Overflow: https://stackoverflow.com/questions/68925694/difference-between-coeftest-output-twoways-and-individual-time-dummies I am currently working with panel data and I want to ...
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What is an algebraic formula for the standard error of the intercept in multiple linear regression?

Please don't give me the answer using the matrix formulation of regression analysis. I am not using the matrix formulation. I know what the expression for the intercept is for simple (one-variable) ...
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How is standard error affected by multiplication?

If I have some measure, suppose the difference of two means, and then I multiply it by 100; how will the standard errors be affected? Will they be multiplied too? or will they be completely different?
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