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

sigmaHat(object)

A nonnegative number

A regression object of type lm, glm or nls

Sanford Weisberg, sandy@umn.edu

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.

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

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