Standard deviation vs standard error
Standard deviation describes the spread of individual values. Standard error describes the precision of the mean. Quadrupling the sample size halves the standard error, but the standard deviation stays about the same, because individuals don’t become less variable just because you measured more of them.
The standard error is the building block of confidence intervals (estimate ± critical value × SE) and of t-tests (t = difference ÷ SE).
Frequently asked questions
When should I report SE instead of SD?
Report SD to describe how variable the data are; report SE (or better, a confidence interval) to show how precisely you have estimated the mean. Error bars must say which one they show.
What is the standard error of a proportion?
√(p̂(1 − p̂) ÷ n). The margin of error and confidence interval calculators use it for proportions.