Changing standard error to standard deviation.

  • #1

Main Question or Discussion Point

Hi all,

I've done a regression and have the Standard Error of the X co-efficient (i.e. the slope).

How do I change this figure to the standard deviation?

Is the formula

STD DEV = (STD ERROR)/(degrees of freedom)^0.5

Where degrees of freedom = N - number of X coefficients.

?

Thanks.
 

Answers and Replies

  • #2
21
0
Actually, I believe the formula is STD ERROR = STD DEV / (n^0.5)

Moreover:

STD DEV = SUM OF SQUARES / ((n-1)^0.5)

I'm reluctant to use the term "degrees of freedom" because this measure doesn't come into play unless a statistical test is involved, and is not the same as the sample size, "n."
 

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