Statistics How To

Standard Error of Regression Slope

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Standard Error of Regression Slope: Overview

Standard errors for regression are measures of how spread out your y variables are around the mean, μ.The standard error of the regression slope, s (also called the standard error of estimate) represents the average distance that your observed values deviate from the regression line. The smaller the “s” value, the closer your values are to the regression line.

Standard error of regression slope is a term you’re likely to come across in AP Statistics. In fact, you’ll find the formula on the AP statistics formulas list given to you on the day of the exam.

Standard Error of Regression Slope Formula

SE of regression slope = sb1 = sqrt [ Σ(yi – ŷi)2 / (n – 2) ] / sqrt [ Σ(xix)2 ]).

The equation looks a little ugly, but the secret is you won’t need to work the formula by hand on the test. Even if you think you know how to use the formula, it’s so time-consuming to work that you’ll waste about 20-30 minutes on one question if you try to do the calculations by hand! The TI-83 calculator is allowed in the test and it can help you find the standard error of regression slope.

Note: The TI83 doesn’t find the SE of the regression slope directly; the “s” reported on the output is the SE of the residuals, not the SE of the regression slope. However, you can use the output to find it with a simple division.

Step 1: Enter your data into lists L1 and L2. If you don’t know how to enter data into a list, see:TI-83 Scatter Plot.)

Step 2: Press STAT, scroll right to TESTS and then select E:LinRegTTest

Step 3: Type in the name of your lists into the Xlist and Ylist. For example, type L1 and L2 if you entered your data into list L1 and list L2 in Step 1.

Step 4: Select the sign from your alternate hypothesis. For example, select (≠ 0) and then press ENTER.

Step 5: Highlight Calculate and then press ENTER.

Step 6: Find the “t” value and the “b” value. You may need to scroll down with the arrow keys to see the result. For example, let’s sat your t value was -2.51 and your b value was -.067.
standard error of regression slope

Step 7: Divide b by t. For this example, -0.67 / -2.51 = 0.027.

The standard error of regression slope for this example is 0.027.

That’s it!

Reference:
Duane Hinders. 5 Steps to AP Statistics,2014-2015 Edition.

Standard Error of Regression Slope was last modified: July 6th, 2016 by Andale

3 thoughts on “Standard Error of Regression Slope

  1. A Hendrix

    This is not correct! s actually represents the standard error of the residuals, not the standard error of the slope.

  2. Andale Post author

    You’re right! It was missing an additional step, which is now fixed. Thanks for pointing that out.

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