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

Description Usage Arguments Examples

View source: R/reg.std.err.R

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

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reg.std.err(SSE,dof)

Arguments

SSE

:error sum of squared aka. residual sum of squared

dof

:degree of freedom

Examples

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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)

YRmisc documentation built on March 25, 2020, 5:13 p.m.

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