reg.std.err: Standard error for lim.fit

In PMmisc: P&M Miscellaneous R Functions

Description

Calculate standard error for the outcome of lm.fit(). This function is built for reg.linreg for higher efficiency only. It can't be used for calculating standard error in general operation.

Usage

reg.std.err(SSE,dof)

Arguments

SSE	:error sum of squared aka. residual sum of squared
dof	:degree of freedom

Examples

X <- as.matrix(cbind(1,EuStockMarkets[,1:2])) # create the design matrix
Y <- as.data.frame(EuStockMarkets)$FTSE
fit <- lm.fit(x = X, y = Y)
SSE <- sum((Y - fit$fitted.values)^2)
dof <- reg.dof(fit)
reg.std.err(SSE,dof)

PMmisc documentation built on May 1, 2019, 9:57 p.m.