robustbase: sigma – R documentation

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sigma

Extract 'Sigma' - Standard Deviation of Errors for Robust Models

Description

Extract the estimated standard deviation of the errors, the “residual standard deviation” (misnomed also “residual standard error”) from a fitted model.

Usage

## S3 method for class 'lmrob'
sigma(object, ...)

Arguments

`object`	a fitted model.
`...`	additional, optional arguments. (None are used in our methods)

Details

For R <= 3.2.x, we provide an (S3) generic function (as e.g., package lme4) and methods for lmrob, nlrob, and nls.

From R >= 3.3.0, we provide methods for our lmrob and nlrob models.

Value

the residual standard error as a scalar

Examples

m.cl <-   lm (Y ~ ., data=coleman)
if(getRversion() >= "3.3.0")  sigma(m.cl)  else  summary(m.cl)$sigma
sigma( m1  <- lmrob(Y ~ ., data=coleman) )
sigma( m2  <- lmrob(Y ~ ., data=coleman, setting = "KS2014") )

robustbase

Basic Robust Statistics

v0.93-7

GPL (>= 2)

Authors

Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>), Peter Rousseeuw [ctb] (Qn and Sn), Christophe Croux [ctb] (Qn and Sn), Valentin Todorov [aut] (most robust Cov), Andreas Ruckstuhl [aut] (nlrob, anova, glmrob), Matias Salibian-Barrera [aut] (lmrob orig.), Tobias Verbeke [ctb, fnd] (mc, adjbox), Manuel Koller [aut] (mc, lmrob, psi-func.), Eduardo L. T. Conceicao [aut] (MM-, tau-, CM-, and MTL- nlrob), Maria Anna di Palma [ctb] (initial version of Comedian)

Initial release

2021-01-04