Not sure if I have phrased the title of my question properly but I will attempt to explain-

I understand where the standard error of the my regression coefficients come from in regular linear regression, and that's from random sampling error.

However, in mixed effects models, where we have another source of randomness, what does the standard error of fixed effects tell us?

Does it assume that the clusters are the same, and sampling error only occurs within clusters? Or does it take into account sampling error of the normally distributed clusters themselves?



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