Questions tagged [standard-error]
The standard error is the standard deviation of the sampling distribution of a statistic. The term may also be used to refer to an estimate of that standard deviation, derived from a particular sample used to compute the estimate
standard-error
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How to generate a bootstrap standard error, t statistics and p value for a user written dynamic panel quantile regression
rm(list=ls())
library(quantreg)
library(SparseM)
library(stats)
rq.fit.panel <- function(X,y,s,w=c(1),taus=0.30,lambda = 0){
# prototype function for panel data fitting of QR models
# the ...
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Which Statistical Test to Use with Weighted Mean Proportions?
I want to know if the "weighted mean proportion" of a racial group in the organization (overall) is significantly different from the "weighted mean proportion" of the group within ...
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(Zero Inflated) Negative Binomial Regression with Conley Standard Errors and Weights
My goal is to run a negative binomial regression with conley standard errors and weights. Further below I separately ask about a zero-inflated negative binomial model.
To my knowledge, a negative ...
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Clustered errors in panel data in Multinomial logistic regression in python (e.g. statsmodels package) sandwich estimator
I am estimating a MNL regression model for customer choices. I have a panel data set with N = \sum_{i=1}^{I} t_{\text{observations}}. Since one individual makes multiple choices in my dataset. ...
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Clustered/Robust standard errors in R
I am estimating an OLS regression without fixed effects and an OLS regression with fixed effects in R Studio. I have read, that it is common to use robust standard errors, when estimating a simple OLS ...
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SPSS PROCESS moderation cluster standard errors syntax
I want to conduct a moderation in SPSS PROCESS macro:
IV: Personality trait (measured on likert scale - not repeated measure but constant)
Moderator: low trust vs high trust
DV: initial price offer in ...
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HAC standard errors in r using plm package?
I want to estimate a fixed effects model (with both country- and year fixed effects) and ADDITIONALLY apply HAC standard errors. Although I didn't get any error message after running the following ...
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HAC standard errors in r with panel data? [duplicate]
I want to estimate a fixed effects model (with both country- and year fixed effects) and ADDITIONALLY apply HAC standard errors. Although I didn't get any error message after running the following ...
- 241
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How to access the Coefficient and Std Error in the statsmodels.API OLS summary
I have trained a Linear Regression as follows:
import statsmodels.api as sm
model = sm.OLS(Y_Train,X_Train)
result = model.fit()
result.summary()
The results look like this:
I need to calculate the ...
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Calculate SE using CI
How I could to calculate Standard Error (SE) using only Hazard Ration plus Confidence Interval? Is it possible? Thanks
I dont see how do it with out total number of sample, but, there app Review ...
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Can I use the sandwich function vcovCL with lavaan output in R?
I have estimated a mediator path model with only observed (no latent) variables and a dichotomous outcome variable using the lavaan package in R (default estimator for ordered endogenous variables = ...
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How to reverse engineer a dataset?
My teacher gave me the result of a regression and the exercise is to reverse engineer the data set that lead to that regression. Then we need to do a regression on it and find the exact same results.
...
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Is using the cluster(clustvar) option the same as using vce(cluster clustvar)?
I would like to understand what the cluster option in Stata is doing, preferably directly from official Stata documentation.
For example:
reg outcome predictor, cluster(clustvar)
The documentation I ...
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Replacing Standard Errors in a GLM Model in R [Follow-up]
My post is a follow-up question to this one: Replacing Standard Errors in a Reg Model in R
I am in search of a way to directly replace the standard errors in a regression model with my own standard ...
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Error messages with SD by Year and Conference
I posted this previously and thought that solved my problem, but I received an error message that stops the calculation.
Again, I am new to R coding, so still trying to figure out the details.
Any ...
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