A common measure of the uncertainty associated with a numerical estimate, equal to the standard deviation of the associated error. In a regression analysis, standard errors are often reported with (or below) the coefficient estimates. As a rough rule of thumb, one can be 95% confident that the true coefficient is within ±2 standard errors of the estimate.
Related information about standard error:
- Standard error - Wikipedia, the free encyclopedia
The standard error is the standard deviation of the sampling distribution of a statistic. The term may also be used to refer to an estimate of that standard deviation, ...
- Standard Error -- from Wolfram MathWorld
There appear to be two different definitions of the standard error. ... The standard error of an estimate may also be defined as the square root of the estimated ...
- Standard Error Definition | Investopedia
The standard deviation of the sampling distribution of a statistic. Standard error is a statistical term that measures the accuracy with which a sample represents a ...
- Standard Error of the Mean - An Estimate of the Standard Deviation.
The standard error of the mean, also called the standard deviation of the mean, is a method used to estimate the standard deviation of a sampling distribution.
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The standard error is an estimate of the standard deviation of a statistic. This lesson shows how to compute the standard error, based on sample data. Also ...
- Standard Error of the Mean | Statistics | Khan Academy
Standard Error of the Mean (a.k.a. the standard deviation of the sampling distribution of the sample mean!)
- How to Calculate Mean, Standard Deviation, and Standard Error
Aug 13, 2012 ... How to Calculate Mean, Standard Deviation, and Standard Error. After collecting data, often times the first thing you need to do is analyze it.
- Standard Error Calculation
Standard Error Calculation 9/22/04. STANDARD ERROR CALCULATION. Procedure: Step 1: Calculate the mean (Total of all samples divided by the number of ...