Relative Standard Error of Estimates

The Relative Std Error of Estimates report gives the ratio of the standard deviation of a parameter’s estimate to the error standard deviation. These values indicate how large the standard errors of the model’s parameter estimates are, relative to the error standard deviation. For the ith parameter estimate, the Relative Std Error of Estimate is defined as follows:

where:

X is the model matrix defined in “The Alias Matrix”, and

is the ith diagonal entry of .