Diff for "FAQ/poolse" - CBU statistics Wiki
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Revision 19 as of 2014-07-25 11:10:50
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Suppose we have each of K people (or groups) which we wish to pool each with variances, V_$k$ and mean m$_k$ based on a sample of size n_$k}$. Suppose we wish to pool over each of K people (or groups) with the k-th individual having variance V(k) and mean m(k) based on a sample of size n(k).
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$$
Pooled Variance V = \frac{\Sum_{k}(n_k}-1)V_{k}}{\Sum_{k}(n_{k}-1)}
$$
Then pooling the K variances we have
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$$
Pooled Mean Standard Error = \Sqrt{V / \sum_{k}n_{k}}
Pooled Variance V = [sum k to K (n(k)-1) V(k)] / [sum_k to K (n(k) -1)]

and we can use this pooled variance to obtain the standard error of the mean since

Pooled Mean Standard Error = Sqrt{ [V] / [sum_k to K n(k) ] }

How do I obtain a pooled mean standard error?

Suppose we wish to pool over each of K people (or groups) with the k-th individual having variance V(k) and mean m(k) based on a sample of size n(k).

Then pooling the K variances we have

Pooled Variance V = [sum k to K (n(k)-1) V(k)] / [sum_k to K (n(k) -1)]

and we can use this pooled variance to obtain the standard error of the mean since

Pooled Mean Standard Error = Sqrt{ [V] / [sum_k to K n(k) ] }

None: FAQ/poolse (last edited 2014-07-25 11:10:50 by PeterWatson)