Suppose I have a linear regression model consisting of $\beta$ estimates, relative to a reference term. Each of these $\beta$s has a $\bar{x}$, a $s_x$, and then $n$, with a calculated $\hat{\sigma}$ for the entire model. How would I go about getting the standard error estimate of each $\beta$?

  • $\begingroup$ Bump! Does anyone know a way to help with this? $\endgroup$ – Kalia K Dec 5 '18 at 22:56
  • $\begingroup$ What is your model? $y_i = \beta_0 + \beta_1 x_i + \epsilon_i$? $\endgroup$ – V. Vancak Dec 7 '18 at 23:30
  • $\begingroup$ This would be one to try at Stack Exchange/Cross Validated. It's just a formula, but I landed here searching for it! $\endgroup$ – J Kelly Feb 25 at 1:17

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