standard error

  1. hlsmith

    Bayesian Posterior: SD = SE?

    I was curious if the standard deviation in a Bayesian posterior is equal to the standard error?
  2. R

    Standard Error of Regression

    Im currently working on a dissertation. After running an OLS regression I have a statistic called the standard error of the regression. I have analysed the standard error of the coefficients but I do not know what the difference between the standard error of regression and coefficient are...
  3. kiton

    What can the standard errors tell me?

    Hello dear forum members! I wanted to share with you a couple graphs and seek your wisdom on the insights that I may be omitting. According to theory, there are merits to believe that relationship b/w X and Y is moderated by M. Notably, the relationship between X and M is likely to be...
  4. P

    Question on Standard Error

    If I need to compute the standard error for a bunch of students' test averages, and there are 20 students, each of whose score is itself an average of 8 tests, will my N for SEM=sdev/SqRt(N) be 20? Or will it be 160? In other words, if my bar graph plots the mean of 20 students' averages, but...
  5. I

    Multivariate models - standard error help

    I have 2 multivariate models created in R concerning nutrition Model 1 = -11.5±1.68 + 0.56±0.562 Intake + 16.6±0.165 Potassium concentration Model 2 = 16.6±0.123 Potassium concentration Both of these have come from the same data set. My question is, is it right that the standard error...
  6. S

    Regression analysis with sales forecasting

    Hello, I am in the process of using a regression model to help predict the forecast of soft drinks. I have 52 sets of weekly data and my independent variables are feature space, temperature, price, competitor price and competitor feature space after having omitted some predictor variables due...
  7. S

    Combining Standard Errors of 16 portfolios

    Hello everyone, I am working on Fama and French five factor model. I have run regression on 16 size- B/M excess portfolio returns on market premium, size premium, value premium, invesment premium and profitability premium. I have obtained coefficients of these factors, their standard errors...
  8. W

    Standard Error associated to a variable percentage

    Context: I am a programmer, not a statistician, and I have only some vague ideas of statistical concepts. Also, my english is far from perfect, be patient please. My client needs an estimate of the percentage of taxes he is going to pay, based on what happened in the recent past. He needs...
  9. E

    Estimating location of lower tail

    Say I have a sample, assumed from a Normal Distribution. I want to find a confidence interval for this parameter: L = \mu - \alpha * \sigma where \alpha is a known constant. I guess I should use the estimator: \bar{x} - \alpha*s But what standard error should I use? Just for...
  10. S

    Std. Error Multiple Regression Question

    Hi guys, I'm stuck at interpreting the stadard error. In single regression it's clear, it's just the average distance from the line. But I don't really understand what this looks like in multiple regression. Does the standart error depend on the estimate or do I have to look at it in an...
  11. S

    [FactorialANOVA] Which N to use when converting standard error to standard deviation?

    When converting standard error to standard deviation (using the formula SD = SE x SRT of N), I am having trouble with is which N to use - the N of the experimental group (for example), or the number of participants in the overall study. An ANOVA was conducted and I don't have the data but I...
  12. G

    General inverse variance method

    Hi I hope I've posted this in the right place. I'm converting standardised mean differences to log OR for a meta-analysis. Just wanting to know can I combine log OR with the standard OR I have from papers? Or would I need to convert the OR's from papers into log ORs for analysis...
  13. C

    Pleease help!? Filling in "blanks" in Regression Output

    Hello! Can someone please explain, I need to fill in the blanks marked They provide this info in a row: Coeff:-9074.674 Std.Err: ?? p-value: 0.000 95% Conf.Intervall: -13272.86, -4876,485 How do I calculate Std.Err & t-stat here? Please help me, thank you! :) Best Regards
  14. H

    SE of Reference category in Multinomial Logit Model

    I used R to fit a Multinomial Logit model to my data. The data includes some categorical variables as effect coded variables. For example, one variable has four levels of which one is the reference level. When I fit the model I get coefficients and corresponding Standard Errors for all three...
  15. F

    standard error

    Can I put a standard error on a standard error? Please explain.
  16. A

    Calculating forecast error for a long-term volatility forecast

    Hi, I am trying to calculate the forecast standard error for a long-term volatility forecast of a time series. I am simply using the unbiased estimator of the historical volatility of the time series as my forecast. The historical time series is monthly frequency with approximately 360 data...
  17. K

    Need help interpreting Standard Error and Standard Deviation

    Hello, In another post on SPSS forum I discussed Order effects where I split file on SPSS by order and conducted an independent t test looking at the effects of group on the DV. I found that the original result was only evident in order 1 and not order 2... however on the second order one...
  18. G

    Please help! How to calculate standard error to percent change and/or percent diff?

    Hi dear statistics gurus, I searched online and this forum to answer my questions, but am still not 100% sure what I'm doing is actually correct :-( For 2 separate experiments I'm trying to do 2 things: 1. calculate standard error for percent changes 2. calculate relative percent change...
  19. K

    Help calculating standard error of intercept

    Hi all, I'm running an equally weighted moving average multiple regression with 10 explanatory variables, and I'm looking at the change in alpha (intercept) and betas over time, including change in statistical significance. Since I need to run many regressions (1000+), i'm using Excel and the...
  20. R

    p value relationship to standard error as samples increase?

    Hi all, I would appreciate some help regarding the relationship between the p value and some other elements in my question below. Any help would be appreciated! I've spent about 4 hours researching this, and am still stumped.... How would you calculate the relative size of a p value given...