Inference via R & STAN
Standard Errors: Remember
The standard error is the standard deviation of the parameter estimate and gives us a sense of our uncertainty about a parameter and can be used in constructing confidence intervals, ... When estimating the mean of an infinite population, given a simple random sample of size n, the standard error is σ/sqrt(n), where σ is the standard deviation of the measurements in the population.
Source: Data Analysis Using Regression and Multilevel/Hierarchical Models
- Data Analysis Using Regression and Multilevel/Hierarchical Models
- Stan language/platform (after Stanisław Marcin Ulam)
- Engineering Statistics Handbook