SAS: Standard Errors

A. Different Standard Errors

  • Standard Error of the Regression Model: (denote by s) usually referred to as the standard error of the regression or “standard error of the estimate”.
  • STDI: Standard Error of the individual predicted value (y_hat)
  • STDP: Standard Error of the mean predicated value
  • STDR:Standard Error of the residual
  • STUDENT: Studentized residuals, the residual divided by its standard error

B. Estimate function in the GLM procedure