Section 34 SE of Estimates

34.1 Standard error of Mean

\[ \large SE(\bar{y_i}) = \sqrt\frac{\sigma^2}{n} \]

Where, n is the number of observation for the i-th Group.

\[ \large \hat\sigma^2 = MSE \]

\[ \large SE(\bar{y_i}) = \sqrt\frac{MSE}{n} \]

34.2 R Code

fm <- lm(SBP ~ Group, data=BP)

summary(fm)
sigma <- summary(fm)$sigma

anova(fm)
MSE <- anova(fm)[2,3]

n <- sum(BP$Group=='A')
SE <- sqrt(MSE/n)