Standard error

Gist

How much a point estimate is expected to vary across repeated samples.

Definition

For a sample mean of $\overline{x}$, the standard error is:

where $s$ is the sample standard deviation and $n$ is the sample size.

What’s the difference between standard error and standard deviation?

The standard deviation (SD = 14.2) describes variability among individual patients. The standard error (SE = 2.01) describes variability among sample means. They answer different questions. The SD is always larger than the SE because means are less variable than individual observations.