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--- standard_error_of_regression_coefficient [2026/05/29 07:49] – hkimscil
+++ standard_error_of_regression_coefficient [2026/05/30 07:20] (current) – hkimscil
@@ Line 1: / Line 1: @@
 ====== Standard Error of Regression Coefficient ======
+see https://academicweb.nd.edu/~rwilliam/stats1/x91.pdf
 $ \hat{Y} = a + b X $ 에서 b 에 대한 standard error 값을 말한다. 이 standard error는 샘플에서 구한 b값으로 모집단의 (population의) b값을 추정하는 데 쓰인다.
 \begin{eqnarray*}
-\text{se}_{b} = \sqrt { \dfrac {\text{MSE}} {\text{ss(x)} } } \\
+\text{se}_{b} & = & \sqrt { \dfrac {\text{MSE}} {\text{ss(x)} } } \;\;, \text{ MSE } & = & \text{Mean Square Residuals (Errors)} \\
+& = & \dfrac {s_{e}} {\sqrt{ss(x)} } \\
+& = & \dfrac {s_{e}} {\Sigma{(x_{i}-\overline{x})^2}} \\
+& = & \dfrac { \sqrt {\dfrac{ \Sigma{(y-\hat{y})^2} } {n-2} } } {\sqrt{\Sigma{(x_{i}-\overline{x})^2}} } \\
+& = & \sqrt {\dfrac { \dfrac { \Sigma {(y-\hat {y})^2 } } {n-2} } { \Sigma{(x_{i}-\overline{x})^2} } } \\
+\end{eqnarray*}
+\begin{eqnarray*}
+\text{se}_{b_{k}} & = & \sqrt { \dfrac {\text{MSE}} {\text{ss(x)} } } \;\;, \;\;\; \text{where} \\
+\text{ MSE } & = & \text{Mean Square Residuals (Errors)} \\
 \end{eqnarray*}