Top "Standard-error" questions

The standard error is the standard deviation of the sampling distribution of a statistic.

R: standard error output from lm object

We got a lm object from and want to extract the standard error lm_aaa<- lm(aaa~x+…

r regression lm standard-error
Extract standard errors from glm

I did a glm and I just want to extract the standard errors of each coefficient. I saw on the …

r extract glm standard-error
R calculate the standard error using bootstrap

I have this array of values: > df [1] 2 0 0 2 2 0 0 1 0 1 2 1 0 1 3 0 0 1 1 0 0 0 2 1 2 1 3 1 0 0 0 1 1 2 0 1 3 [38] 1 0 2 1 1 2 2 1 2 2 2 1 1 1 2 1 0 0 0 0 0 0 0 0 0 0 1 0 1 1 0 1 0 0 0 0 0 [75] 0 0 0 0 0 1 1 0 1 1 1 1 3 1 3 0 1 2 2 1 2 3 1 0 0 1 I want to use package boot to calculate the standard error of …

r standard-error statistics-bootstrap
How to plot mean and standard error in Boxplot in R

I have two categorical factors ('Habitat' and 'Locality'), and one continuous variable (T). 'Habitat' has two level and 'Locality' has …

r ggplot2 mean boxplot standard-error
In R, how do I compute mean and standard error of a subset of data, grouped by multiple columns, and output this into a new data frame?

I have a dataset (named 'gala') that has the columns "Day", "Tree", "Trt", and "LogColumn". The data was collected over …

r dataframe grouping mean standard-error
first-difference linear panel model variance in R and Stata

I would like for a colleague to replicate a first-difference linear panel data model that I am estimating with Stata …

r stata standard-error plm
How to calculate the Standard error from a Variance-covariance matrix?

I am calculating a variance-covariance matrix and I see two different ways of calculating the standard errors: sqrt(diagonal values/…

statistics covariance variance standard-error covariance-matrix
Fama MacBeth standard errors in R

Does anyone know if there is a package that would run Fama-MacBeth regressions in R and calculate the standard errors? …

r regression standard-error panel-data
Heteroscedasticity robust standard errors with the PLM package

I am trying to learn R after using Stata and I must say that I love it. But now I …

r stata robustness standard-error plm
Cluster-Robust Standard Errors in Stargazer

Does anyone know how to get stargazer to display clustered SEs for lm models? (And the corresponding F-test?) If possible, …

r lm stargazer standard-error