The terms “standard error” and “standard deviation” are often confused. The contrast between these two terms reflects the important distinction between data description and inference, one that all researchers should appreciate.
The standard deviation (often SD) is a measure of variability.
We can estimate how much sample means will vary from the standard deviation of this sampling distribution, which we call the standard error (SE) of the estimate of the mean. As the standard error is a type of standard deviation, confusion is understandable. Another way of considering the standard error is as a measure of the precision of the sample mean.
The standard error falls as the sample size increases, as the extent of chance variation is reduced—this idea underlies the sample size calculation for a controlled trial, for example. By contrast the standard deviation will not tend to change as we increase the size of our sample.
So, if we want to say how widely scattered some measurements are, we use the standard deviation. If we want to indicate the uncertainty around the estimate of the mean measurement, we quote the standard error of the mean. The standard error is most useful as a means of calculating a confidence interval.
The SEM (standard error of mean) is a measure of precision for an estimated population mean. SD is a measure of data variability around mean of a sample of population. Unlike SD, SEM is not a descriptive statistics and should not be used as such.
- Standard deviations and standard errors
- “Mean ± SEM” or “Mean (SD)”?
- Explorations in statistics: standard deviations and standard errors
- The SD and SEM are not the same
- standard deviation和standard error的区别，能讲的通俗些吗？（知乎）
- 标准差（standard deviation）和标准误差（standard error）你能解释清楚吗？
- Standard error（Wikipedia）