Standard error of B: what it means and how to read it
In the report: StdError — How much B would vary from sample to sample.
How to read it
Large next to B — the coefficient is imprecise. It is used for the test and the interval and is rarely reported on its own. SPSS calls it Std. Error (REGRESSION) or S.E. (LOGISTIC REGRESSION).
In plain words
A teacher found that students who studied one hour more got, on average, 5 points more: that is her B. She wanted to know how steady that number is. She counted the standard error and it came out 4.2. Now she can say that B is not precise, since the standard error is almost as big as B itself: another group of students could give anything from about 0 to more than 10 points. If the standard error had come out half a point, she would say B is steady. She rarely writes it in a report, but the add-on uses it to check whether B could be luck and to build its range.
Example
The cell with StdError is selected in each report; point at a label to see its note.
- — the sample data (50 rows) the examples use
- —
=STATS_LINEAR(Data!A1:T51, "y", "x1,x2", 0) - — two steps; pass is coded 0 and 1
=STATS_LOGISTIC(Data!A1:T51, "pass", "x1,x2|x", 0, 50, 1e-8) - — old syntax: regression steps, one-sample test against 15
=STATS_ANALYZE(Data!A1:T51, "linear(y|x1|x2) oneSample(x1|15)")
Where you see it
STATS_LINEAR— Multiple linear regression (OLS) with hierarchical steps separated by | and interactions a*b.STATS_LOGISTIC— Binary logistic regression with optional ridge regularization (lambda >= 0).STATS_ANALYZE— Runs several analyses on one range and returns one report.
Related values
- Standard error of the estimate — The typical size of a residual: how far the observed Y is from the predicted one, in the units of Y.
- Sample size — The rows used: only rows where Y and every predictor of every step are filled (listwise), the same rows for all steps.
- Variance inflation factor — How much the variance of B grows because the predictor is correlated with the other predictors. Empty when lambda is above 0.
- Covariance — How the two columns vary together, in the product of their units: positive — they rise together, negative — one rises as the other falls.
- Regression slope — The least-squares slope of this column on the column xCol, on the rows where both are numbers; empty with fewer than 2 rows or without spread of X.
Get it in your sheet
One formula in a cell gives the whole report, Standard error of B included. ALS Stats is a free add-on for Google Sheets™.
Install ALS Stats from Google Workspace Marketplace (opens in a new tab)