sigma.mmdml: Extract Residual Standard Deviation 'Sigma' from mmdml Fits

In dmlalg: Double Machine Learning Algorithms

Description

Extract the estimated standard deviation of the errors, the “residual standard deviation”, from a fitted mmdml model.

Usage

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

Arguments

object	An object of class mmdml. This object usually results from a function call to mmdml.
...	Further arguments passed to or from other methods.

Value

A number representing the estimated standard deviation. First, for each of the S repetitions, the standard deviations computed on the K sample splits are aggregated by taking the mean. Second, the S mean-aggregated estimates are aggregated by the median. This final value is returned.

See Also

mmdml

Examples

## See example(mmdml) for examples

dmlalg documentation built on Feb. 3, 2022, 5:08 p.m.