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Published on Apr 24, 2008
A simple (two-variable) regression has three standard errors: one for each coefficient (slope, intercept) and one for the predicted Y (standard error of regression). While the population regression function (PRF) is singular, sample regression functions (SRF) are plural. Each sample produces a (slightly?) different SRF. So, the coefficients exhibit dispersion (sampling distribution). The standard error is the measure of this dispersion: it is the standard deviation of the coefficient. For more great Financial Risk Management videos, visit the Bionic Turtle website! http://www.bionicturtle.com