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sigmaHat

Return the scale estimate for a regression model


Description

This function provides a consistent method to return the estimated scale from a linear, generalized linear, nonlinear, or other model.

Usage

sigmaHat(object)

Arguments

object

A regression object of type lm, glm or nls

Details

For an lm or nls object, the returned quantity is the square root of the estimate of sigma^2. For a glm object, the returned quantity is the square root of the estimated dispersion parameter.

Value

A nonnegative number

Author(s)

Sanford Weisberg, sandy@umn.edu

Examples

m1 <- lm(prestige ~ income + education, data=Duncan)
sigmaHat(m1)

car

Companion to Applied Regression

v3.0-10
GPL (>= 2)
Authors
John Fox [aut, cre], Sanford Weisberg [aut], Brad Price [aut], Daniel Adler [ctb], Douglas Bates [ctb], Gabriel Baud-Bovy [ctb], Ben Bolker [ctb], Steve Ellison [ctb], David Firth [ctb], Michael Friendly [ctb], Gregor Gorjanc [ctb], Spencer Graves [ctb], Richard Heiberger [ctb], Pavel Krivitsky [ctb], Rafael Laboissiere [ctb], Martin Maechler [ctb], Georges Monette [ctb], Duncan Murdoch [ctb], Henric Nilsson [ctb], Derek Ogle [ctb], Brian Ripley [ctb], William Venables [ctb], Steve Walker [ctb], David Winsemius [ctb], Achim Zeileis [ctb], R-Core [ctb]
Initial release
2020-09-23

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