Standard Error

SE is the estimated standard deviation of the sampling distribution of the sample mean or of some other estimator. It is a measure of precision rather than of statistical significance. In multiple regression analysis, the estimated SE is usually placed beneath the estimated value for each coefficient: the smaller it is, the more accurate the estimate is likely to be. Sometimes, however, the Student's t or the z-statistic is placed beneath the estimated value for each coefficient. In these cases, the larger the number the smaller the p-value.

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