Skip to main content

New answers tagged

1 vote

What are some issues with using robust standard errors when you do not need to?

The HC standard errors are noisier, so if you have relatively small sample size and the model is close to being correctly specified you'll get worse confidence interval coverage and worse control of ...
Thomas Lumley's user avatar
1 vote

When can I substitute an inverse with a pseudo-inverse in an estimator?

Yes, this might be possible. Say your vector parameter is $\beta$ and your interest is in some component (or linear function) $\alpha =a^T \beta$. Let the covariance matrix of $\hat{\beta}$ be $C$, ...
kjetil b halvorsen's user avatar
1 vote
Accepted

Why can the standard error of the weighted mean be smaller than the standard errors of the individual measurements?

The short answer, as @LulY pointed out in the comments, is that you now have a larger combined sample size. Take the standard error of the mean for example: $$\mathrm{SE} = \frac{s}{\sqrt{n}}$$ Larger ...
Frans Rodenburg's user avatar

Top 50 recent answers are included