Professional Documents
Culture Documents
Deviation,: Error
Deviation,: Error
giving all positive values. When these SD of Population Estimate of Population SD From Sample
squared deviations are added up and
then divided by the number of values in µ =
Mean of Population X =
Mean of Sample
the group, the result is the variance. = Number in Population = Number in Sample
The variance is always a positive num¬
ber, but it is in different units than the
mean. The way around this inconve¬ Fig 1.—Standard deviation (SD) of population is shown at left. Estimate of population SD derived
nience is to use the square root of the from sample is shown at right.
variance, which is the population stan¬
dard deviation ( ), which for conve¬
nience will be called SD. Thus, the SD is
the square root of the averaged squared
deviations from the mean. The SD is SD =_
QT)
= SEM SE =
/( -) pq
*
sometimes called by the shorthand
term, "root-mean-square."
s/a
The SD, calculated in this way, is in
the same units as the original values and SEM SE of Proportion
the mean. The SD has additional prop¬
erties that make it attractive for sum¬ SD = Estimate of Population SD =
Proportion Estimated From Sample
marizing dispersion, especially if the =
Sample Size q =
(1 -P)
data are distributed symmetrically =
Sample Size
in the revered bell-shaped, gaussian
curve. Although there are an infinite Fig 2.—Standard error of mean (SEM) is shown at left. Note that SD is estimate of population SD
number of gaussian curves, the one for (not , actual SD of population). Sample size used to calculate SEM is n. Standard error of
the data at hand is described completely proportion is shown at right.
by the mean and SD. For example, the
mean+ 1.96 SD will enclose 95% of the
values; the mean ±2.58 SD will enclose that no matter how many times the die determine the deviations is concep¬
99% of the values. It is this symmetry is thrown, it will never show its aver¬ tualized as an estimate of the mean, x,
and elegance that contribute to our age score of 3.5.) rather than as a true and exact popula¬
admiration of the gaussian curve. The SD wears two hats. So far, we tion mean (µ). Both means are calcu¬
The bad news, especially for biologic have looked at its role as a descriptive lated in the same way, but a population
data, is that many collections of mea¬ statistic for measurements or counts mean, µ, stands for itself and is a pa¬
surements or counts are not sym¬ that are representative only of them¬ rameter; a sample mean, x, is an esti¬
metric or bell shaped. Biologic data selves, ie, the data being summarized mate of the mean of a larger population
tend to be skewed or double humped, J are not a sample representing a larger and is a statistic.
shaped, U shaped, or flat on top. Re¬ (and itself unmeasurable) universe or The second change in calculation is in
gardless of the shape of the distribu¬ population. the arithmetic: the sum of the squared
tion, it is still possible by rote arithme¬ The second hat involves the use of SD deviations from the (estimated) mean is
tic to calculate an SD although it may from a random sample as an estimate of divided by -1, rather than by N. (This
be inappropriate and misleading. the population standard deviation ( ). makes sense intuitively when we recall
For example, one can imagine The formal statistical language says that a sample would not show as great a
throwing a six-sided die several hun¬ that the sample statistic, SD, is an spread of values as the source popula¬
dred times and recording the score at unbiased estimate of a population pa¬ tion. Reducing the denominator [by
each throw. This would generate a rameter, the population standard devia¬ one] produces an estimate slightly
flattopped, ie, rectangular, distribu¬ tion, . larger than the sample SD. This "cor¬
tion, with about the same number of This "estimator SD" is calculated dif¬ rection" has more impact when the sam¬
counts for each score, 1 through 6. The ferently than the SD used to describe ple is small than when is large.)
mean ofthe scores would be 3.5 and the data that represent only themselves. Formulas for the two versions of SD
SD would be about 1.7. The trouble is When a sample is used to make esti¬ are shown in Fig 1. The formulas follow
that the collection of scores is not bell mates about the population standard the customary use of Greek letters for
shaped, so the SD is not a good sum¬ deviation, the calculations require two population parameters and English let¬
mary statement of the true form of the changes, one in concept and the other in ters for sample statistics. The number
data. (It is mildly upsetting to some arithmetic. First, the mean used to in a sample is indicated by the lowercase
ers, and the editors all confront a criti¬ dence interval is 73 ±(2.58 3), which sample means will be a good estimate
cal decision whenever they face the is from 65.26 to 80.74. of the population mean, and the SD of
term "standard deviation." Is it a de¬ As Feinstein2 notes, the SE has the means will be the SEM. Figure 2
scriptive statistic about a collection of nothing to do with standards or with uses the symbol SD8 to show that a
(preferably gaussian) data that stand errors; it has to do with predicting collection of sample means (x) has a
free and independent of sampling con¬ confidence intervals from samples. Up SD, and it is the SEM. The interpreta¬
straints, ie, is it a straightforward to this point, I have used SE as though tion is that the true population mean
indication of dispersion? Or, is the SD it meant only the SE of the mean (µ) will fall, with 95% probability,
being used as an estimate of a popula¬ (SEM). The SE should not be used within ±1.96 SEM of the mean of the
tion parameter? Although the SD is without indicating what parameter in¬ means.
commonly used to summarize medical terval is being estimated. (I broke that Here, we see the charm and attrac¬
information, it is rare that the reports rule for the sake of clarity in the intro¬ tiveness of the SEM. It enables the
indicate which version of the SD is duction of the contrast between SD investigator to estimate from a sam¬
being used. and SE.) ple, at whatever level of confidence
STANDARD ERROR
Every sample statistic can be used (probability) desired, the interval
to estimate an SE; there is an SE for within which the population mean will
In some ways, standard error is the mean, for the difference between fall. If the user wishes to be very
simpler than the SD, but in other the means of two samples, for the slope confident in his interval, he can set the
ways, it is much more complex. First, of a regression line, and for a- correla¬ brackets at±3.5 SEM, which would
the simplicities will be discussed. The tion coefficient. Whenever the SE is "capture" the mean with 99.96% prob¬
SE is always smaller than the SD. This used, it should be accompanied by a ability.
may account for its frequent use in symbol that indicates which of the sev¬ Standard errors in general have
medical publications; it makes the data eral SEs it represents, eg, SEM for SE other seductive properties. Even
look "tighter" than does the SD. In the of the mean. when the sample comes from a popula¬
previously cited quotation by Glantz,3 Figure 2 shows the formula for tion that is skewed, U shaped, or flat
the implication is that the SE might be calculating the SEM from the sample; on top, most SEs are estimators of
used in a conscious attempt at distor¬ the formula requires the estimator nearly gaussian distributions for the
tion or indirection. A more charitable SD, ie, the SD calculated using n-1, statistic of interest. For example, for
view is that many researchers and not N. It is apparent from the formula samples of size 30 or larger, the SEM
clinicians simply are not aware of the for the SEM that the larger the sample and the sample mean, x, define a
important differences between SD and size, the smaller the SEM and, there- nearly gaussian distribution (of sam-
samples. and-so in the universe of patients with SE and SEM were synonymous.
Given the symmetry and usefulness zymurgy syndrome is in the confidence Every issue of the three journals con¬
of SEs in inferential statistics, it is no interval that falls symmetrically on both tained articles that stated the mean and
wonder that some form of the SE, sides of six of ten. lb estimate the range, without other indication of
especially the SEM, is used so fre¬ interval, we start with 0.6 or 60% as the dispersion. Every journal contained re¬
quently in technical publications. A midpoint of the interval. At the 95% ports with a number ± (another num¬
flaw occurs, however, when a confi¬ level of confidence, the interval is ber), with no explanation of what the
dence interval based on the SEM is 0.6±1.96 SE„, which is 0.6 ± (1.96 x number after the plus-minus symbol
used to replace the SD as a descriptive 0.155), or from 0.3 to 0.9. represented.
statistic; if a description ofdata spread If the sample shows six of ten, the Every issue of the pediatrie journals
is needed, the SD should be used. As 95% confidence interval is between 30% presented proportions of what might be
Feinstein2 has observed, the reader of (three often) and 90% (nine often). This thought of as samples without indicat¬
a research report may be interested in is not a very narrow interval. The ex¬ ing that the SE„ (standard error of the
the span or range of the data, but the panse of the interval may explain the proportion) might be informative.
author of the report instead displays almost total absence of the SE„ in medi¬ In several reports, SE or SEM is used
an estimated zone of the mean (SEM). cal reports, even in journals where the in one place, but SD is used in another
An absolute prohibition against the SEM and SD are used abundantly. In¬ place in the same article, sometimes in
use of the SEM in medical reports is vestigators may be dismayed by the the same paragraph, with no explana¬
not desirable. There are situations in dimensions of the confidence interval tion of the reason for each use. The use
which the investigator is using a truly when the SE,, is calculated from the of percentiles to describe nongaussian
random sample for estimation pur¬ small samples available in clinical situa¬ distributions was infrequent. Similar
poses. Random samples of children tions. examples of stylistic inconsistency were
have been used, for example, to es¬ Of course, as in the measurement of seen in the haphazard survey of JAMA,
timate population parameters of self-contained data, the investigator the New England Journal of Medicine,
growth. The essential element is that may not think of his clinical material as a and Science.
the investigator (and editor) recognize sample from a larger universe. But A peculiar graphic device (seen in
when descriptive statistics should be often, it is clear that the purpose of several journals) is the use, in illustra¬
used, and when inferential (estima¬ publication is to suggest to other in¬ tions that summarize data, of a point
tion) statistics are required. vestigators or clinicians that, when they and vertical bars, with no indication of
see patients of a certain type, they what the length of the bars signifies.
SE OF PROPORTION A prevalent and unsettling practice is
might expect to encounter certain char¬
As mentioned previously, every sam¬ acteristics in some estimated propor¬ the use of the mean ± SD for data that
ple statistic has its SE. With every tion of such patients. are clearly not gaussian or not sym¬
important SE, the SE of the proportion. SE, I examined every issue of the three 95% of the values in a gaussian distribu¬
The discussion so far has dealt with major pediatrie journals published in tion. If the SD is as large as the mean,
measurement data or counts of ele¬ 1981: American Journal of Diseases of then the lower tail of the bell-shaped
ments. Equally important are data re- Children, Journal of Pediatrics, and curve will go below zero. For many