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What (who) is standard error - definition
Standard error
STATISTICAL PROPERTY
Standard error of the mean; Standard error of estimation; NMSE; Standard Error; Standard error of measurement; Relative standard error; Finite population correction; Standard error (statistics); Standard errors
The standard error (SE) of a statistic (usually an estimate of a parameter) is the standard deviation of its sampling distribution or an estimate of that standard deviation. If the statistic is the sample mean, it is called the standard error of the mean (SEM).
Heteroskedasticity-consistent standard errors
ASYMPTOTIC VARIANCES UNDER HETEROSKEDASTICITY
HCSE; Huber–White standard error; Huber-White standard error; HC0; White standard errors; Heteroscedasticity-Consistent Standard Errors; Eicker-White standard errors; Huber-White standard errors; Huber–White standard errors; Eicker–White standard errors; Eicker–White standard error; Eicker–Huber-White standard error; Eicker–Huber-White standard errors; Sandwich standard error; Eicker-White standard error; Robust standard error; Eicker-Huber-White standard errors; Eicker-Huber-White standard error; Heteroscedasticity-consistent standard errors
The topic of heteroskedasticity-consistent (HC) standard errors arises in statistics and econometrics in the context of linear regression and time series analysis. These are also known as heteroskedasticity-robust standard errors (or simply robust standard errors), Eicker–Huber–White standard errors (also Huber–White standard errors or White standard errors), to recognize the contributions of Friedhelm Eicker, Peter J.
random error
DIFFERENCE BETWEEN A MEASURED QUANTITY VALUE AND A REFERENCE QUANTITY VALUE
ObservationalError; Measurement error; Experimental error; Systematic bias; Random error; Systematic error; Systemic error; Alleged systemic bias; Random errors; Systematic errors; Measurement errors; Observational Error; Systematic effect; Chance error; Accidental error; Constant error; Stochastic error; Observation error; Systematic and random error; Systematic and random errors; Random and systematic errors; Measurement Error
¦ noun Statistics an error in measurement caused by factors which vary from one measurement to another.
Examples of use of standard error
1. The standard error rate of the social security system for means–tested benefits under all governments has always been around 10%. But most of these over– and underpayments are not errors.