Date:         Mon, 3 Oct 2005 00:56:53 +0200
Reply-To:     Miroslav Pavelka <m.pavelka@SH.CVUT.CZ>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Miroslav Pavelka <m.pavelka@SH.CVUT.CZ>
Organization: Czech Technical University
Subject:      How the "standard error" (denominator in t-value) is calculated?
Comments: To: sas-l@uga.edu
Content-Type: text/plain; charset=us-ascii; format=flowed

What is tho formula the SAS calculated the standard error in regression
node? (Enterprise Miner 4.3)  I found the t-value is calculated as
Estimate/Standard Error. But I cann't find the formula for the Standard
Error of Regression Coeficient
Pleas advice

Bolow is the example of results, I tried simulate calculation of
Standard Error in Excel with no success.

Miroslav Pavelka


                                Analysis of Maximum Likelihood Estimates

                                                    Standard
                     Parameter    DF    Estimate       Error    t Value
    Pr > |t|

                     Intercept     1      0.9746      0.0333      29.23
      <.0001
                     a1            1     0.00487     0.00315       1.55
      0.1225
                     a2            1      1.0198      0.0316      32.27
      <.0001
                     a3            1      6.9640      0.0310     224.73
      <.0001
                     a4            1      1.9955      0.0313      63.71
      <.0001