fda (version 6.1.8)

df.residual.fRegress: Degrees of Freedom for Residuals from a Functional Regression

Description

Effective degrees of freedom for residuals, being the trace of the idempotent hat matrix transforming observations into residuals from the fit.

Usage

# S3 method for fRegress
df.residual(object, ...)

Value

The numeric value of the residual degrees-of-freedom extracted from

object with the following attributes:

nobs

number of observations

df.model

effective degrees of freedom for the model, being the trace of the idempotent linear projection operator transforming the observations into their predictions per the model. This includes the intercept, so the 'degrees of freedom for the model' for many standard purposes that compare with a model with an estimated mean will be 1 less than this number.

Arguments

object

Object of class inheriting from fRegress

...

additional arguments for other methods

Author

Spencer Graves

Details

1. Determine N = number of observations

2. df.model <- object$df

3. df.residual <- (N - df.model)

4. Add attributes

References

Ramsay, James O., Hooker, Giles, and Graves, Spencer (2009), Functional data analysis with R and Matlab, Springer, New York. Ramsay, James O., and Silverman, Bernard W. (2002), Applied Functional Data Analysis, Springer, New York. Ramsay, James O., and Silverman, Bernard W. (2005), Functional Data Analysis, 2nd ed., Springer, New York. Hastie, Trevor, Tibshirani, Robert, and Friedman, Jerome (2001) The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Springer, New York.

See Also

fRegress df.residual