sigmaHat function

Return the scale estimate for a regression model

This function provides a consistent method to return the estimated scale from a linear, generalized linear, nonlinear, or other model.

sigmaHat(object)

Arguments

• object: A regression object of type lm, glm or nls

Details

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.

Returns

A nonnegative number

Author(s)

Sanford Weisberg, sandy@umn.edu

Examples

m1 <- lm(prestige ~ income + education, data=Duncan)
sigmaHat(m1)