How To Calculate Standard Error?

Identify the statistic you need the standard error for (mean, proportion, difference in means, regression coefficient, etc.)

Mean (sample mean):

If population standard deviation is known: (SE=sigma/sqrt{n})

If population standard deviation is unknown: (SE=s/sqrt{n})

Proportion (sample proportion):

(SE=sqrt{dfrac{hat p(1-hat p)}{n}})

(Alternative using hypothesized (p_0)): (SE=sqrt{dfrac{p_0(1-p_0)}{n}})

Difference in means (independent samples):

(SE=sqrt{dfrac{s_1^2}{n_1}+dfrac{s_2^2}{n_2}})

Difference in proportions (independent samples):

(SE=sqrt{dfrac{hat p_1(1-hat p_1)}{n_1}+dfrac{hat p_2(1-hat p_2)}{n_2}})

Paired difference (mean of paired differences):

Compute differences (d_i), then (SE=s_d/sqrt{n})

Regression coefficient ( hatbeta ):

(SE(hatbeta)=sqrt{text{Var}(hatbeta)}) using the model’s variance-covariance matrix (often reported directly by software)

Generic standard error from bootstrap (if applicable):

Resample many times, compute the statistic each time, then (SE=text{SD}(text{bootstrap estimates}))

Generic standard error from an estimated standard deviation of the estimator:

(SE=sqrt{widehat{text{Var}}(hattheta)})

Use the correct (n) (sample size for the estimator) and the correct variability term ((sigma), (s), (hat p(1-hat p)), or model-based variance)

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