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Statistics vocabulary · Estimation and Inference

Standard error

Meaning in statistics, with examples

nounCore term

In statistics, standard error means: The standard deviation of an estimate, such as a sample mean, across repeated samples; it shows how precise the estimate is likely to be.

In Turkish: standart hata

How it is used

Abbreviated SE (SEM for the standard error of the mean). It shrinks as the sample size grows: for a mean it equals the standard deviation divided by √n. Standard errors appear next to every coefficient in regression output and are used to build confidence intervals.

Example sentences

  1. The error bars in Figure 2 show the standard error of the mean.

  2. The coefficient is 0.8 with a standard error of 0.3.

Common collocations

  • standard error of the mean
  • robust standard errors
  • small standard error
  • coefficient and standard error
  • standard deviationA measure of how spread out values are around the mean; a small value means the data sit close to the mean, a large one means they are widely scattered.
  • confidence intervalA range of values, calculated from sample data, that is likely to contain the true population value; a 95% interval comes from a method that captures the true value in 95% of repeated samples.
  • sampling distributionThe distribution of a statistic, such as the sample mean, that you would get if you took many samples of the same size from the same population.
  • sample sizeThe number of observations or participants included in a study, usually written as n (or N for the total).
  • margin of errorThe amount added to and subtracted from an estimate to form a confidence interval, showing how far the sample result may differ from the true population value.

More terms: Estimation and Inference

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