# 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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### Aggregating forecasts and their standard errors over time periods

Good day all, I have an ARIMA model which gives me a weekly forecast and standard error for each period. If I were to aggregate the forecasts into monthly time-windows (for simplicity sake, let's ...
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### Standard error for Rate differences

I have a database structured like this: ...
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### Why are the standard errors of these two outputs so different? [duplicate]

Context of the question: Two professors want to look at the effect of students’ high school math marks on their marks in their first calculus course. All marks are between 0 and 100. Using data from ...
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### Standard Error of Coefficient of regression [duplicate]

In the Introduction to Statistical Learning book it is mentioned that SE(B1) is smaller when the xi are more spread out; I cant understand why data spread out will resulting in smaller SE and ...
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### Confusion (possibly due to terminology)

Disclaimer.. This is a post regarding help with homework but I have done some work. I am stuck between C and D since they both seem right. First of all, I think since the variance explained by the ...
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### Why can we mix standard errors with raw covariances when calculating standard error of sum of regression coefficients?

Let's have a look at this post: Standard error for the sum of regression coefficients when the covariance is negative We have: $SE_{b_{2+3}} = \sqrt{SE_2^2 + SE_3^2+2Cov(\beta_2,\beta_3)}$ But why do ...
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### Bootstrapping Standard Error vs Standard deviation

I am studying for an exam and would really appreciate some guidance as I am new to stats. I am and having difficulty understanding the difference between the: standard error of a bootstrap ...
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### Cluster-robust standard errors after vglm

I have estimated an ordered logistic regression with the vglm function of the VGAM package in R. Here is a minimalistic example of what I did: ...
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### How to best represent uncertainty in a time series forecast model?

Now that I know why it is important to represent the uncertainty of a model, I would like to know how to best represent uncertainty in a time series forecasting model. My previous question introduced ...
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### Standard error with maximum likelihood estimation

ASTM E2238 describes the prediction of the largest inclusion in a polished steel surface of 150,000 mm² based on a Gumbel distribution of the largest inclusions measured in each of 24 polished ...
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### How do we calculate Standard Errors for effect-coded variables?

I'm a beginner following this UCLA tutorial to figure out how to interpret coefficients for effect-coded categorical predictors and have a couple of questions regarding their regression table below, ...
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### What is empirical standard error and how to calculate it from lm in R?

I read from some articles saying that "empirical standard error is the standard deviation of the point estimates. For a general linear model, the point estimates are the model coefficients, such ...
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### How do I propagate the error in the elements of a set through to the mean of the elements?

I need to understand how to propagate the errors in the elements of a set through to the mean of the set and correctly determine the estimate for the error value of the mean. I am designing an ...
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### Calculating the standard error for the ratio of 2 random variables?

I have 2 40x10 matrices, $X$ and $Y$. Each row represents a sample, and each column represents a different trial. Its OK to assume that $X$ and $Y$ are random normal variables if that's relevant. I ...
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### Standard Error of Estimate

In a simple regression analysis based on the least squares regression equation, I got the predicted value of 7.15 for the predictor value of 11. The sample size is 35. I computed the Standard Error of ...
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### Confidence interval for combined populations

I'd like to compare two approaches for calculating the confidence interval ($CI$) when estimating the mean for a sample of weighted values: The first approach is based upon the standard error of the ...
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### How to compute standard errors of an estimator with antithetic variates?

I'm pricing American options using Longstaff and Schwartz Least square method. When using the following Python code, I obtain nearly the same prices and standard errors as in the Valuing American ...
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### Log and exponential uncertainty propogation

I am processing data on a radioactive decay experiment, and need to find the errors on some quantities that I can get from some fit parameters. I would like to obtain: $\sigma A$ from $A = e^{a}$, ...
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### standar error of non-linear regression

I'm trying to compute the standar error of a non-linear regression fit, I find the answer in this post Non-linear regression confidence interval But i did't find that formula in any other place,and I ...
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### Question about confidence intervals and prediction intervals

Considering following linear multiple regression model: $$y=X\beta + e,$$ where observations $y\in\Re^n$, coefficents $\beta\in\Re^p$ and $e\sim N(0,\sigma I)$ is a white ...
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### Clustering standard errors at individual and/or organisation level with fixed effects

So, I have a relatively large panel dataset (26,000 observations) with data on speech by individuals belonging to political parties. The data is grouped by individual-week (i.e. an observation for ...
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