Diff for "FAQ/poolse" - CBU statistics Wiki
location: Diff for "FAQ/poolse"
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Revision 10 as of 2007-04-26 16:18:32
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Editor: PeterWatson
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Revision 19 as of 2014-07-25 11:10:50
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Editor: PeterWatson
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Suppose we have each of K people (or groups) which we wish to pool each with variances, $$\mbox{V}_text{k}$$ and mean $$\mbox{m}_text{k}$$ based on a sample of size $$\mbox{n}_text{k}$$. 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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$$\mbox{Pooled Variance V = } \frac{\sum_text{k} (n_text{k}-1) \mbox{V}_text{k}}{\sum_text{k}(n_text{k} -1)} $$ Then pooling the K variances we have
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$$\mbox{Pooled Mean Standard Error = } \frac{\mbox{V}}{\sum_text{k}n_text{k}} $$ Pooled Variance V = [sum k to K (n(k)-1) V(k)] / [sum_k to K (n(k) -1)]
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$$
Pooled Mean Standard Error = \sqrt{V / \sum_text{k} n_text{k}}
$$
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)