title: Definition of standard error in scipy.stats.linregress
body: <p>I'm using the <a href="http://docs.scipy.org/doc/scipy-0.15.1/reference/generated/scipy.stats.linregress.html" rel="noreferrer">scipy.stats.linregress</a> function to do a simple linear regression on some 2D data, e.g.:</p>
  
  <pre><code>from scipy import stats
  x = [5.05, 6.75, 3.21, 2.66]
  y = [1.65, 26.5, -5.93, 7.96]
  gradient, intercept, r_value, p_value, std_err = stats.linregress(x,y)
  </code></pre>
  
  <p>The documentation on the function states that <code>std_err</code> is the:</p>
  
  <blockquote>
    <p>Standard error of the estimate</p>
  </blockquote>
  
  <p>I'm not sure what this means. This <a href="https://stackoverflow.com/a/2038870/1391441">old answer</a> says that it represents the "<em>standard error of the gradient line</em>" but that this "<em>was not always the behaviour of this library</em>".</p>
  
  <p>Could I get a precise definition of what exactly this parameter represent?</p>