sigmaHat | R Documentation |
This function provides a consistent method to return the estimated scale from a linear, generalized linear, nonlinear, or other model.
sigmaHat(object)
object |
A regression object of type lm, glm or nls |
For an lm or nls object, the returned quantity is the square root of the
estimate of \sigma^2
. For a glm object, the returned quantity is
the square root of the estimated dispersion parameter.
A nonnegative number
Sanford Weisberg, sandy@umn.edu
m1 <- lm(prestige ~ income + education, data=Duncan)
sigmaHat(m1)
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