# The Standard Error in R language lm (linear regression) is Standard Deviation or Standard Error of the Mean?

When we are estimating the coefficient in R, "Std Err" will be produced by "lm". Is it Std or SEM? How is it calculated? Run lm function with any R data set will give an example.

• I think R returns the estimated standard deviation of the sampling distribution of the coefficients. Dec 2 '18 at 5:56

           Coefficients:
Estimate  Std. Error   t value Pr(>|t|)
(Intercept)  0.02224    0.03189   0.697    0.486
x       -0.03747    0.03214  -1.166    0.244


If you mean the column with header Std. Error, then it is the estimated standard error of estimated regression coefficients.

• Thank you! Is it standard deviation? What is the formula used to determine the Std. Error? Dec 2 '18 at 11:10
• When you cannot figure out you should call it standard error or standard deviation, you can just call its square as variance. The appear of standard error or standard deviation statistics is disaster. For calculation, see stats.stackexchange.com/questions/85943/… Dec 2 '18 at 16:48