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I know that Standard Error of a coefficient is the standard deviation of the sampling distribution associated with the coefficient. I understand the concept.

What puzzles me is this: We have just one random sample to work with. The calculator or Excel doesn’t have any info on the actual population or any other sample. Then how can it anticipate a sampling distribution and calculate its standard deviation to give us the Standard Error?

Thanks.

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# How does Excel anticipate a sampling distribution using just one sample?

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