# Questions tagged [variance]

The expected squared deviation of a random variable from its mean; or, the average squared deviation of data about their mean.

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### How to estimate the variance of the regression coefficients via Variance-Covariance Matrix?

everyone I am not used to the matrix algebra. I know the maximum likelihood method to get the point estimation of the regression coefficients well. However, I don't understand the mathematical method ...
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### Per-Item inter rater reliability with multiple values and raters

I am trying to find the best statistical calculation to measure the agreement between 72 different raters on one item. My goal is to convey in a statistic how spread the raters are on their rating and ...
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### Conditional variance of random walk with given start points and ending points

If I have a random walk with 0 drift and I observe that $X_1 = x_1$ and $X_k = x_k$, bu I don't have all the points from $X_i$ for $i \in \{2, ..., k-1 \}$, how do I estimate them and given an CI? I ...
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### Covariance of multivariate negative binomial with random effects

I am fitting a negative binomial-2 regression model where there is a multivariate normal random effects term. I would like to find an equation for the covariance of two outcomes. In "the ...
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### Understanding Volatility Clustering: Conditional or Unconditional Variance?

A stylized fact observed in financial time series is volatility clustering. Volatility clustering is commonly described as the fact that large changes in asset prices are followed by large changes, ...
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### Can I include a variable related to the outcome variable into statistical analysis?

My research question is about the contact patterns during the pandemic and what characteristics of people who contacted more person during the national lock down. The outcome variable is a variable ...
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### Is the variance of the mean of a set of possibly dependent random variables less than the average of their respective variances? [closed]

Is the variance of the mean of a set of possibly dependent random variables less than or equal to the average of their respective variances? Mathematically, given random variables $X_1, X_2, ..., X_n$ ...
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### Why can the standard error of the weighted mean be smaller than the standard errors of the individual measurements?

I am combining two independent measurements with their respective standard errors using a weighted mean. The measurements are: It seems counterintuitive to me that the standard error of the weighted ...
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### Expected Value Chi Square distribution

I'm trying to simulate the distribution from the sample variance $s^2$ and compare it with the theoretical distribution. Therefore, I perform a fairly simple simulation (upfront, I'm not a ...
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I'm working with a Regression Through the Origin model as described in this reference. The model is $Y_i = \beta X_i + \epsilon$ and the least squares estimate of $\beta$ is $\hat\beta = \frac{\sum ... • 151 0 votes 1 answer 46 views ### Emtrends pairwise comparisons all have same standard errors. 3 way interaction I have created a linear mixed model and am using emtrends to determine the impact of a dichotomous variable on the effect of a continuous variable, across levels of a categorical variable. Is it ... • 11 0 votes 0 answers 25 views ### Expected value of a decreasing function of two random variables My question is exactly equal to the question posted at Expected value of decreasing function of random variable versus expected value of random variable with just one extra assumption: the two random ... 3 votes 2 answers 81 views ### What is the variance of a regression after t generations? Suppose we have a regression: $$x_{t+1} = b x_t + e_t.$$ Taking the variance of each side we get $$\operatorname{Var}(x_{t+1}) = b^2 \operatorname{Var}(x_t) + \operatorname{Var}(e_t).$$ Now suppose ... • 133 0 votes 0 answers 17 views ### Variance Component Estimation of Weighted Total Least Squares Note: I'd like to make the cited document accessible to everyone but I am unsure how to do this. I am a bit confused by this 2014 article "Variance components in errors-in-variables models: ... 1 vote 1 answer 34 views ### How to analyze between-group differences in within-group variances over time in a 3-level model? The data I am using is collected within the physical fitness surveillance program in schools. In these schools, either no intervention, healthy lifestyle intervention, healthy schools network ... 0 votes 0 answers 20 views ### Constrained Cholesky Decomposition Suppose that I have an$(n\times 1)$vector of random variables,$\varepsilon$. However, I know that$k$linear combinations of$\varepsilon$are 0. Specifically, I know that for a$(k\times n)$... 2 votes 1 answer 20 views ### Time series and separating variance by time scale There is a single-variable time series wich can be thought as being stationary in the long run. The observations are taken at irregular time intervals. The values of observations can be assumed to ... 0 votes 0 answers 24 views ### Estimating variance from several samples If several samples are taken from a distribution, say Gaussian, each sample having size n1,n2,n3,... and the SD of the underlying distribution is estimated from each of the samples, how can those ... 1 vote 1 answer 82 views ### Distribution of a spread of observations in triplicate sample taken from Gaussian distribution Suppose random triplicate samples are taken from a Gaussian distribution with known mean and SD. What should be the distribution of the maximum absolute difference between 3 possible pairs of ... 1 vote 1 answer 32 views ### What statistical method for assessing the effect of a known measurement error variable? I have lots of repeated measures data for a dataset of 95 subjects. The data concerns medical-imaging measures of morphology. medical-imaging is a tricky kind of data - the same body part imaged on ... 0 votes 0 answers 78 views ### Derive the expectation and variance of squared sample correlation: delta-method or else? I would like to obtain the expectation and variance of the squared Pearson sample correlation ($\operatorname{E}(R_{lk}^2)$and$V(R_{lk}^2)$) between two random variables$l$and$k$following a ... • 215 0 votes 0 answers 17 views ### Can I test if a difference for a single subject is large enough to consider that subject an outlier from a population of subjects? I have measurements of vegetation bed size for four beds before and after an event. Three of the beds are unaffected by the event and all changed in size. One of the beds may have been affected by the ... • 41 2 votes 2 answers 94 views ### Retrieving beta distribution parameters, alpha and beta, from mode and variance Is it possible to decide the parameters of beta distribution ,alpha and beta, when mode and variance are given? I know the two parameters can be decided from mean and variance as:$E[X] = \dfrac{a}{a+...
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The cutoff for factor loadings is generally around 0.4 (Stevens 1992), Fidell (2007), 0.32 (poor), 0.45 (fair), 0.55 (good) by follow Comrey and Lee (1992). But for convergent validity you require ...
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### In blmer, is sigma variable random-effect covariance, and why would cov(r,c)var(r) = var(c)?

As the title says, I have two questions regarding the blmer() models in R. I have tried to get firm understanding about the ...
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### Standard practice to show Biased CRBs

I have a problem with four-parameter estimation. I have derived the variances for the estimated parameters using Monte Carlo simulations (numerical ones) and theoretical ones using the inverse of the ...
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### Is there an easy way to mentally calculate mean an variance? [closed]

Giving a generic numerical data is there an easy way to calculate mean an variance mentally or at least some easy formula that minimize the error with the correct mean and variance?
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