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Thread: standard error of quadratic estimate

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    standard error of quadratic estimate




    Hi all,

    I want to estimate the value of an independent variable X (temperature in F) that maximized my dependent variable Y (pressure in bars). When using regression and fitting the model that includes the quadratic form of X (X2), I get an estimate (X2=-0.054 std err=0.0002). Calculating the derivative I found that Y was maximized at x=23 F.

    My problem is that I need to report a std error.
    Should I report the std error of the quadratic estimate? Is there a meaningful std error associated with the value I calculated in the same units (F)?
    I would expect something like std error=1.4 F.

    I hope my question makes sense.
    Thank you

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    Re: standard error of quadratic estimate

    There are a few ways to do this. I'm too lazy to go into too much detail at the moment but in the past I wasn't too lazy. If you're using R then the following two links will be very helpful. If you aren't then they'll at least point you in the direction you'll want to look to get your answers.

    http://dasonk.com/r/2013/02/09/Using-the-delta-method
    http://dasonk.com/r/2014/03/22/Using...e-delta-method

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    Re: standard error of quadratic estimate


    Thank you Dason, this is very helpful. Although I am a SAS user, this points the right direction.
    Thanks again

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