insight (version 0.11.1)

get_sigma: Get residual standard deviation from models

Description

Returns the residual standard deviation from classical and mixed models.

Usage

get_sigma(x)

Arguments

x

A model.

Value

The residual standard deviation (sigma), or NULL if this information could not be accessed.

Details

The residual standard deviation, , indicates that the predicted outcome will be within +/- units of the linear predictor for approximately 68% of the data points (Gelman, Hill & Vehtari 2020, p.84). In other words, the residual standard deviation indicates the accuracy for a model to predict scores, thus it can be thought of as “a measure of the average distance each observation falls from its prediction from the model” (Gelman, Hill & Vehtari 2020, p.168). can be considered as a measure of the unexplained variation in the data, or of the precision of inferences about regression coefficients.

References

Gelman, A., Hill, J., & Vehtari, A. (2020). Regression and Other Stories. Cambridge University Press.

Examples

# NOT RUN {
data(mtcars)
m <- lm(mpg ~ wt + cyl + vs, data = mtcars)
get_sigma(m)
# }