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Everything about Standard error
Statistical property
The standard error (SE) of a statistic is the standard deviation of its sampling distribution. It is the square root of the variance of an estimator of a parameter, as in the standard error of the mean. The standard error is often used in calculations of confidence intervals. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Standard errorA 5-minute orientation
- Skim a recent paper: When Should You Adjust Standard Errors for Clustering?Influential work since 2022
- Pick up a classic book: Patient Safety and Healthcare Improvement at a GlanceThe most-reprinted book on the subject
- Read the landmark paper: Estimating Standard Errors in Finance Panel Data Sets: Comparing ApproachesCited 9,850 times
- Go sideways: Unbiased estimation of standard deviationA closely related topic
- Go sideways: Sampling distributionA closely related topic
📖 Definitions
Noun A measure of how likely a mean of means is to be wrong. It is the standard deviation of the sample sizes in each to the sample means.
Noun Alternative form of stderr.
🏆 Landmark papers (most cited)
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy
Standard deviation and standard error of the mean
Standard Error of Measurement
Standard error of prediction for multiway PLS
Standard Deviation, Standard Error
SIMEX and standard error estimation in semiparametric measurement error models
Standard error of the kappa statistic.
🆕 Influential since 2022
When Should You Adjust Standard Errors for Clustering?
Standard Error Biases When Using Generated Regressors in Accounting Research
Standard error estimation in meta-analysis of studies reporting medians
A Brief Note on the Standard Error of the Pearson Correlation
Are ESG Disclosures Value Relevant? A Panel-Corrected Standard Error (PCSE) Approach
📚 Books worth reading
Patient Safety and Healthcare Improvement at a GlanceSukhmeet Panesar, Andrew Carson-Stevens · 2014
Safer hospital careDev Raheja · 2011
Limiting harm in health careFrank Milligan, Kate Robinson · 2008
Safety in Medication UseMary Patricia Tully, Bryony Dean Franklin · 2015
The standard of usage in EnglishThomas Raynesford Lounsbury · 1908
Front Line of DefenseJoint Commissin Resources · 2001- 📕American National Standard guide for the computation of errors in open-area test site measurementsInstitute of Electrical and Electronics Engineers, American National Standards Institute · 1988
- 📕Oshte 99 ezikovi sŭvetaVladko Murdarov · 2003
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
🔗 Related topics
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- Z-test A Z-test is any statistical test for which the distribution of the test statistic under the null hypothesis can be approximated by a normal distribution…