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  • $\begingroup$ In your first sentence, when you say "The standard error of a parameter estimate is just a model-based estimate of the true SD of the estimator", do you mean "The standard error of an estimator is just..."? Sorry I'm just getting confused by terminology. $\endgroup$ Commented Sep 29, 2023 at 20:22
  • $\begingroup$ Your phrasing might be technically more accurate than mine. But people usually say "standard error of an estimate". Perhaps a compromise is the phrasing "standard error associated with an estimate". $\endgroup$ Commented Oct 1, 2023 at 3:47
  • $\begingroup$ Thanks for the thoughts. Just to be sure, I wasn't necessarily endorsing the phrasing "standard error of the estimator"; I meant my question as in: I have no clue which one is correct. $\endgroup$ Commented Oct 3, 2023 at 2:07
  • $\begingroup$ After some more digging and reading, I think what I was trying to refer to in the original post was: the bias of the estimator of the standard error of an estimate. $\endgroup$ Commented Oct 4, 2023 at 18:29
  • $\begingroup$ Are you sure? Normally the "standard error of an estimate" is a known quantity based on the data. I suspect you mean "the bias of the estimator of the standard deviation of an estimator". $\endgroup$ Commented Oct 4, 2023 at 23:32