Standard+Error

Standard Error (Regression) (GWU EMSE-271)
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"The **standard error** of a method of measurement or estimation is the standard deviation of the sampling distribution associated with the estimation method. The term may also be used to refer to an estimate of that standard deviation, derived from a particular sample used to compute the estimate ." - [|Wikipedia]

"The **standard error of the mean** (SEM) is the standard deviation of the sample mean estimate of a population mean. (It can also be viewed as the standard deviation of the error in the sample mean relative to the true mean, since the sample mean is an unbiased estimator.) SEM is usually estimated by the sample estimate of the population standard deviation (sample standard deviation) divided by the square root of the sample size (assuming statistical independence of the values in the sample):- [|Wikipedia]

Lot's more info; mulitple definitions for standard error. Needs to be explained simply somewhere. (TBD) - Enough now?

//"Note 1:// Standard error may also be defined as the standard deviation of the residual error term." - [|Wikipedia]

For regression analysis, "use standard errpr pf residuals" for the normal probabily plot of residuals. - EMSE 271, Fall 2009, Slide 209

Assumptions ([|Wikipedia])


 * Sources:**
 * Standard error (statistics). (2009, December 4). In //Wikipedia, The Free Encyclopedia//. Retrieved 20:13, December 5, 2009, from []
 * EMSE 271, Fall 2009 (But where is the standard error defined in the lecture? Not obvious in Session 9 lecture.