sigma.kspm: Extract residuals standard deviation

In KSPM: Kernel Semi-Parametric Models

Description

Returns the residuals standard deviation (sigma) for object of class "kspm".

Usage

## S3 method for class 'kspm'
sigma(object, ...)

Arguments

object	an object of class "kspm", usually, a result of a call to kspm.
...	additional optional argument (currently unused).

Details

The value returned by the method is sqrt(RSS / edf) where RSS is the residual sum of squares and edf is the effective degree of freedom.

Value

typically a number, the estimated standard deviation of the errors ("residual standard deviation")

Author(s)

Catherine Schramm, Aurelie Labbe, Celia Greenwood

See Also

kspm for fitting model, summary.kspm, residuals.kspm, nobs.kspm, deviance.kspm.

KSPM documentation built on Aug. 10, 2020, 5:07 p.m.