sigma.hat {alr3}R Documentation

Return the scale estimate for a regression model

Description

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

Usage

sigma.hat(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. For a glm object, the returned quantity is the square root of the estimated dispersion parameter.

Value

A nonnegative number

Author(s)

Sanford Weisberg, sandy@stat.umn.edu

Examples

data(forbes)
m1 <- lm(Lpres ~ Temp, data=forbes)
sigma.hat(m1)

[Package alr3 version 1.1.12 Index]