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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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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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33 views

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 ...
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31 views

How to calculate summary limits of agreement?

I have made a forest plot including multiple studies assessing agreement using Bland and Altman plots between values measured by two different methods. However, most studies only reported mean ...
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168 views

Different standard errors from ivreg and ivregress 2sls commands

In stata 15, I accidentaly used the command ivreg without specifying 2sls. In the output, it declared that 2sls was being used so I proceeded. However, later when double-checking my results I used the ...
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38 views

Do error bars give information about the dispersion of the raw data from the study?

Do error bars give information about the dispersion of the raw data from the study? If data in a graph has standard error bars will this provide information about the dispersion of the raw data ...
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11 views

Estimating panel-robust standard errors for a weighted 2SLS estimator

I am trying to estimate the panel-robust standard errors of a weighted 2SLS estimator. Stata can compute. However, the documentation does not really explain how. Do you know the formula or how to ...
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1answer
40 views

For binomial success / fail data, how to calculate if the time since last success is out of the normal range

Struggling to figure this out. I have data sets that are essentially ObjectId, Date, Pass/Fail (1/0) The data is normally daily. What I want to figure out is IF the number of days since the last ...
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1answer
271 views

Standard error of individual groups in a multinomial distribution

Let's say I have a sample of data from a multinomial distribution with 10 categories. I want to determine the error in my estimate of the % of observations that fall into each of the categories. ...
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42 views

How do I cluster my standard errors in a triple differences approach with two clusters?

I am trying to estimate this following triple differences regression in order to test for parallel trends in the difference in differences: My treatment is binary (it is a law that was passed in one ...
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1answer
46 views

Prove property of a confidence interval

How does one go about proving the characteristic of a confidence interval that: A 95% confidence interval means if you were to randomly sample the same way 1000 times and create 1000 confidence ...
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167 views

Standard Error of the cumulative value for time series

I have two time series, as in the picture below. The data was gathered experimentally. A practical example could be a measured mass flow rate, where I measure the mass flow rate over a certain time ...
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48 views

Interpreting the margin of error when it is larger than the sampled proportion

Say that I have a population of $N=500$ individuals, and I'm sampling $n=60$ of them for a certain characteristic which is expected to be quite rare (say green eyes). In my sample I find out there are ...
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17 views

Confusing simulation result when looking at Standard Errors

Say from some normal distribution, $N$, a sample is pulled of length $n_1$. From that sample, the sample mean and the standard error of the mean are calculated ($\sigma_\bar{x_1}$). Many additional ...
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66 views

Obtain SE or 95%CI from 95% limits-of-agreement (Bland and Altman)

I am updating a forest plot with studies reporting the agreement between blood values extracted from two different sampling sites (from arteries and veins). I use review manager 5.3 (Cochrane) which ...
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23 views

Distance from expected error versus distance from expectation

Model 1: percentage from expectation We have a time series forecasting model that makes predictions every 15 minutes. As a first stab, we classified all those points that were 50% larger than our ...
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14 views

Should log-log relationship of relative std.err. vs. sample size always be linear?

I am seeing a strong linear relationship between log-log plot of number of samples vs std.error of the mean estimate. As far as I can tell, this is expected (e.g. link). Since std. error is calculated ...
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1answer
149 views

Calculating standard error of the mean when we have uncertainties for each measurement

Our measurement method Suppose we want to measure the period oscillation of a simple pendulum consisting of a weight hanging from a string. We displace the weight, let it go and measure the time $t$ ...
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73 views

Should I use Student's t-distribution to evaluate my measurement's confidence interval?

I'm an experimental physicist who mainly needs statistics for the calculation of uncertainties/confidence intervals. Since my results are usually normally distributed, I simply take $N$ measurements ...
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25 views

Calculating error/confidence interval on points of a distribution

This is a beginners question, coming from an absolute beginner in statistics, but I haven't been able to find anything about this online, probably because I don't even know where to start looking. My ...
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88 views

Mathematically, what are the drawbacks of R-squared in evaluation a regression model? [duplicate]

I kept seeing articles about the drawbacks of R-squared (and that's why we need to have adjusted R-squared). One drawback is that: "Every time you add a predictor to a model, the R-squared increases,...
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30 views

Standard Error of a formula

If I do have 100 samples of irrigated plants (labeled from 1 to 100) and 100 samples of non-irrigated plants (during 5 days) (labeled to 101 to 200) from a drought tolerant specie and 100 samples ...
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1answer
100 views

How to calculate the error of percentages

Is it correct to calculate the standard deviation of percentages/proportions as you would for four numbers (i.e. non-percentages)? Thanks for your help @user2974951 @whuber and @asdf. Yes, you're ...
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23 views

Standard error of the population from a bootstrapped distribution

I would like to compute the Std. Error (SE) of some statistic (lets call it a). Given than the distribution of a is usually not normal, I performed a bootstrap. I am not sure how to compute the SE ...
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37 views

Approximating standard error that contains a parameter, by replacing the parameter with its estimate

I am a bit confused about the following step I have seen in the stats literature which seems to me a bit circular. Say you are approximating the standard error of the MoM estimate of an exponential ...
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23 views

bootstrap standard errors - the mean is equal to the observed statistic?

My question revolves around the accuracy of a estimator which is obtained with bootstrap. This example is taken from "An introduction to bootstrap" Efron & Gong: A small experiment, in which 7 ...
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177 views

R - nlm and Weibull Maximum Likelihood

Good day, I am working on an assignment where I have to Calculate the maximum likelihood estimates of $\alpha$ and $\lambda$ along with their standard erorrs on the basis of an independent and ...
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26 views

dummy variables and interaction terms: when the number of observations matters

Some authors conducted a univariate cross-section regression using 26 observations: $$Y_i = a + b \cdot X_i + e_i$$ Some others did the same regression and added another one where $X$ is split ...
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Obtaining st err of the intercept in multiple linear regression

I am teaching students how to get the multiple regression equation working from a matrix of correlations, a vector of means, and a vector of standard deviations. I have no problem obtaining the st. ...
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1answer
118 views

Why does weighting increase the standard error of an estimate of a proportion?

Imagine I am running a survey with a non-probability sample. The population is 5,000 people, and my sample is about 100 people. There are two binary variables, $x_1$ and $x_2$, that predict the binary ...
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2answers
1k views

Standard Error of simple linear regression coefficients

dear members, I have been troubling myself with this question for the past few days but have not found any answers on the Internet: For a simple linear regression, you get the estimates ...
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1answer
113 views

Standard error of coefficient estimates for model II regression

I'm working with time series data that has error in both the dependent and independent variables, so I'm analyzing each half hour of data with model II linear regression, specifically geometric mean ...
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79 views

Why would standard errors around each individual point of an ARIMA model converge to a single value?

I am using an AR(1) model to determine if a new data point is beyond some expected range. Typically, you could use a prediction interval, which would just be the predicted value, +/- some multiple (e....
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25 views

Estimating the mean and the error of estimator for Poisson random variables

$Y_1,...,Y_n$ ~ $P(\lambda)$, $V(Y_i)=\lambda$ $E[\bar Y] = \lambda$, $V[\bar Y]=\lambda/n$ Question is how would I employ $Y_1,...,Y_n$ to estimate $\lambda$, and how would I estimate the standard ...
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20 views

Sandwich standard errors versus typical standard error estimation

Question: do sandwich estimators of the standard errors equal the typical estimation of the standard error IF the data was generated with constant variance in the residuals and as the sample size ...
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1answer
260 views

“Average” standard errors of multiple samples

let's assume that I have 3 subjects with each of them producing 5 values. Now, I can calculate the mean, variance, standard deviation, and standard error for each subject. Each subject has its own ...
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1answer
549 views

When to use Newey West vs. GLS? [duplicate]

Suppose I run OLS regression and find my residuals to be autocorrelated. When should I use a procedure like Newey-West and when should I use GLS modelling, ie. specifying some ARMA structure to the ...
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52 views

How to compare 2 regression models?

Suppose I have 2 regerssion models A and B, and dataset for evaluation containing N samples, ...
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19 views

Convert regression parameter standard error estimates to standard deviation estimates

Lets say I fit a linear model (in R), of y ~ x: x <- runif(100,0,5) y <- x*0.5 + rnorm(length(x)) summary(lm(y~x)) The summary output returned is: ...
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70 views

Appropriateness of running a rank sum test on Likelihood to Recommend data

I am working with Likelihood to Recommend metric that's measured on a scale of 1-10. The objective is to test for statistically significant improvement/decline (period over period) in the metric. On a ...
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1answer
96 views

How to correct standard errors for heterogeneity and intra-group correlation?

I got my article manuscript back from review and one notion from a reviewer was that in my analyses "[s]tandard errors are not corrected for heterogeneity or intra-group correlation", s/he apparently ...
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1answer
157 views

Standard error of a proportion on a 2 x 2 contingency table

Why on a 2 x 2 table such as where $p = \frac{a}{a+b}$ the standard error of $p$ is $$\left(\frac{(a+c)(b+d)}{(a+b+c+d)^2(a+b) }\right)^{1/2}$$ ?
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205 views

Standard error or standard deviation?

I'm trying to self learn some topics in Statistics by reading Statistics by David Freedman. There is something that I cannot understand regarding the standard error. I have been reading in Google ...
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81 views

Standard Error of a function of ML estimators

The background of the problem is as follows: Suppose $X_1,...,X_n \sim U(a,b)$ independently where $a$ and $b$ are unknown parameters and $a < b$. Let $\hat\tau$ be the MLE of $\tau$, where $\tau =...
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63 views

How to calculate the standard error of ratio of two AUC

Please can anyone help me with this! I hope my explanation is going to be simple: This is the data I have: I only have access to the aggregated data as below. the first column is the time points a ...
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21 views

intriguing standard errors for categorical predictors in mixed effects logistic regression

I am looking at the influence of three within subject manipulations (Condition, group and delay - all contrast coded) on binary (yes/no) responses. Given the repeated-measures design, I fitted a ...
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1answer
95 views

Calculate standard error for very large number of observations [closed]

I have a very large dataset (with > 2 million simulated values). I want to compute standard error for this dataset. To do that, I divide the standard deviation by square root of number of observations....
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1answer
54 views

Standard error of $\widehat\theta_1 + \widehat\theta_2$

I am working on some sample questions, and I came across one I have no clue how to answer. How do Standard error of $\widehat\theta_1$, $\widehat\theta_2$, $\widehat\theta_1 + \widehat\theta_2$, ...
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88 views

Intuition behind White's Estimators/ Heteroscedasticity-consistent Standard Errors

For a medical study I am trying to understand the intuition behind heteroscedasticity-consistent standard errors. I know that it can be used, when in OLS regression residuals are heteroscedastic. By ...
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99 views

Standardized differences between means in R?

There is data on a sample of 1,216 students that I'm missing, but I know the means and standard deviation of some key demographics on them. I have a subsample (120 students) with the means and ...