sigmaHat

0th

Percentile

Return the scale estimate for a regression model

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

Keywords
regression
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

Aliases
  • sigmaHat
  • sigmaHat.default
  • sigmaHat.glm
  • sigmaHat.lm
Examples
# NOT RUN {
m1 <- lm(prestige ~ income + education, data=Duncan)
sigmaHat(m1)
# }
Documentation reproduced from package car, version 3.0-3, License: GPL (>= 2)

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