MEANING
The standard deviation of a statistic’s sampling distribution, describing sampling variability rather than spread among raw observations.
Use it for
Name the sampling variability attached to an estimate.Describe the precision of a sample-based estimate.
Words that belong together
- standard error of the mean
- estimated standard error
- standard error of a coefficient
On the page
A larger sample reduced the standard error of the estimated mean.
Nearby words
Word forms
- Base
- standard error
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Usage notes
Standard error concerns variability across repeated samples; it is not the standard deviation of individual observations.
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