Hi guys,

I'm stuck at interpreting the stadard error. In single regression it's clear, it's just the average distance from the line. But I don't really understand what this looks like in multiple regression. Does the standart error depend on the estimate or do I have to look at it in an absolute way? E.g. if my estimate is bigger, is my standart error going to be bigger automatically? Or are they independent?

Thanks in advance.

Edit: A link which I found very helpful in answering this question is:

http://support.minitab.com/en-us/mi...hat-is-the-standard-error-of-the-coefficient/

I'm stuck at interpreting the stadard error. In single regression it's clear, it's just the average distance from the line. But I don't really understand what this looks like in multiple regression. Does the standart error depend on the estimate or do I have to look at it in an absolute way? E.g. if my estimate is bigger, is my standart error going to be bigger automatically? Or are they independent?

Thanks in advance.

Edit: A link which I found very helpful in answering this question is:

http://support.minitab.com/en-us/mi...hat-is-the-standard-error-of-the-coefficient/

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