Here are pages with some info: http://davidmlane.com/hyperstat/hypothesis_testing_se.html
http://www.psychstat.smsu.edu/introbook/sbk19.htm > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Paige Miller > Sent: 18 December 2003 13:40 > To: [EMAIL PROTECTED] > Subject: Re: standard error > > > Doug wrote: > > Hi, > > > > I was sitting through a presentation of some research > yesterday about > > the results of a pilot study where a control group was > compared with a > > treatment group and I found that I was rather confused > about the use > > of the term standard error. The researcher appeared to be saying > > something about having too small a standard error was not a good > > thing. > > If you compute a statistic (such as a mean), the variability of that > statistic is often expressed as the standard error of that statistic. > > > Could someone please explain or link me to a page where I could get > > some detailed information about use of the standard error. I think > > that it is a measure of the standard deviation of the sample means, > > but this doesn't appear to be the context that was used (from my > > understanding). > > The term standard error can apply to statistics other than the mean. > > > When is it good to have a large standard error? When is it good to > > have a small standard error? Do these answers differ for different > > tests and different experimental designs? > > In some situations, a small standard error is not good. In most > situations, a small standard error is good. > > In comparing means, a small standard error is a good thing. If it > gets really small, it can result in finding almost any two means to > be significantly different. Some people think this is a bad thing, > but it is not ... the problem is that people don't undesrtand that > there is a difference between finding statistically significant > differences and practically significant diffences. With very small > standard errors, you may find means that are different by 0.01 to be > significantly different, when in fact a subject matter expert may > not think that differences less than a 1 are of any importance. > (When this happens, it may indicate you have too large of a sample > size, giving your test far more power than it needs) > > A situation where a very small standard error may not be good is > when you are fitting a model of some sort ... a very small standard > error MAY indicate overfitting, which is not good ... but a very > small standard error MAY ALSO indicate a very good model. > > -- > Paige Miller > Eastman Kodak Company > paige dot miller at kodak dot com > http://www.kodak.com > > "It's nothing until I call it!" -- Bill Klem, NL Umpire > "When you get the choice to sit it out or dance, I hope you dance" > -- Lee Ann Womack > > . > . ================================================================= > Instructions for joining and leaving this list, remarks about > the problem of INAPPROPRIATE MESSAGES, and archives are available at: > . http://jse.stat.ncsu.edu/ . > ================================================================= > . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
