The standard error of the slope coefficient 是指什么？对应哪个公式？

The standard error of the slope coefficient for a simple linear regression model is the ratio of the model's standard error of the estimate to the square root of the:

1. sum of squares regression.
2. standard error of the forecast.
3. variation of the independent variable.

Solution

C is correct because "[t]he standard error of the slope coefficient for a simple linear regression is the ratio of the model’s standard error of the estimate (s_e) to the square root of the variation of the independent variable."

A is incorrect because it is the sum of squares error (SSE) that is used in the standard error of the estimate, and therefore in the standard error of the slope coefficient, not the sum of squares regression (SSR). "The standard error of the slope coefficient for a simple linear regression is the ratio of the model’s standard error of the estimate (s_e) to the square root of the variation of the independent variable."

B is incorrect because the standard error of the slope coefficient is derived from the standard error of the estimate, not the standard error of the forecast. "The standard error of the slope coefficient for a simple linear regression is the ratio of the model’s standard error of the estimate (s_e) to the square root of the variation of the independent variable."