Data point still includes its error (9)
I believe the answer is:
statistic
'data point' is the definition.
(statistic is a kind of data point)
'still includes its error' is the wordplay.
'still' becomes 'static' (static can mean still or not moving).
'includes' means one lot of letters goes inside another.
'error' indicates an anagram.
'its' anagrammed gives 'ist'.
'static' placed around 'ist' is 'STATISTIC'.
(Other definitions for statistic that I've seen before include "Piece of data" , "E.g. crime figure" , "One single item of data" , "Numerical fact" , "Data point" .)