standard error of regression coefficients?

CFA Level II
#1

how is it caclulated??

it is mentioned in multiple regression but they havent explained how it is calculated

#2

I donot think that we will be ever asked to calculate it.Better learn to calculate SFF or standard error of forcast.

#3

now what is SFF or standard error of forecast? :confused:

#4

standard error = Standard deviation / n ^.5

Standard error of forecast is a pretty brutual equation, probably good to what the formula looks like but i’ve read several times you can use SEE in its place and get approxmiately the same answer, just a slightly wider interval

SEE = SSE^.5/(n-k-1)

OR

MSE ^.5