I have a regression output where I'm given the standard error of both the intercept and the gradient (X co-efficient).
I'm required to transform this into the standard deviation, and I've searched all over the internet but find absolutely nothing!
Any help is much appreciated.
My assignment due today.
This isn't a big secret or anything. My lecturer told me that it was something like
a = b/(N-some small number)^0.5
Where a and b is STDEV and STDError (forgot which way was which).
He even thought it was a mistake on the question sheet, and they may actually want just STDError.
Well, of course it is a mistake.
Let me explain. The standard error is nothing but the standard deviation of the sampling distribution of an estimator (e.g. a slope coefficent or intercept).
Your instructor's intuition was right --- the question is simply asking for the standard error.
Don't waste anymore time Googling.
Just to make 100% sure. STDEV(Beta) is absolute nonsense -- it HAS to be STDERROR(Beta).
What to make of this wiki entry:
i'm guessing the standard error of the mean has nothign to do with the standard error of a regression estimate (slope or intercept).
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