Date: Mon, 3 Oct 2005 18:04:13 +0200 Miroslav Pavelka "SAS(r) Discussion" Miroslav Pavelka Czech Technical University Re: How the "standard error" (denominator in t-value) is calculated? To: sas-l@uga.edu text/plain; charset=us-ascii; format=flowed

Problem solwed (matlab code): (e^2/((n-k-1)*(sum(x-mean(x)))^2))^0.5

Miroslav Pavelka wrote: > 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 > > > > > >

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