What is a standard error?

What is a standard error?
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什么是标准误?

DOI:
10.1016/j.jeconom.2023.105516
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发表时间:
2023
影响因子:
6.3
通讯作者:
Gelman,Andrew
Gelman,Andrew
中科院分区:
经济学2区
文献类型:
--
作者:
Gelman,Andrew

文献摘要

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在统计学中,标准误差有一个明确的技术定义:它是一个参数估计的估计标准差。然而,在实践中,当我们超越简单的骨灰盒中的球模型,考虑超出数据样本总体的概括时,就会出现挑战。这一点很重要,因为概括几乎总是定量研究的目标。在这篇简短的论文中,我们考虑了三个例子。
In statistics, the standard error has a clear technical definition: it is the estimated standard deviation of a parameter estimate. In practice, though, challenges arise when we go beyond the simple balls-in-urn model to consider generalizations beyond the population from which the data were sampled. This is important because generalization is nearly always the goal of quantitative studies. In this brief paper we consider three examples.