On Apr 05, 2012; 1:47am John Sorkin wrote: > Is the sigma from a lm...the RMSE (root mean square error)
John, RMSE is usually calculated using the number of observations/cases, whereas summary.lm()$sigma is calculated using the residual degrees of freedom. See below: ## Helps to study the output of anova() set.seed(231) x <- rnorm(20, 2, .5) y <- rnorm(20, 2, .7) T.lm <- lm(y ~ x) > summary(T.lm)$sigma [1] 0.7403162 > anova(T.lm) Analysis of Variance Table Response: y Df Sum Sq Mean Sq F value Pr(>F) x 1 0.0036 0.00360 0.0066 0.9363 Residuals 18 9.8652 0.54807 > sum(resid(T.lm)^2) [1] 9.865225 > sqrt(sum(resid(T.lm)^2)/18) [1] 0.7403162 > sqrt(sum(resid(T.lm)^2)/20) ## RMSE (y = 20) [1] 0.7023256 ## OR > sqrt(mean((y-fitted(T.lm))^2)) [1] 0.7023256 Regards, Mark. ----- Mark Difford (Ph.D.) Research Associate Botany Department Nelson Mandela Metropolitan University Port Elizabeth, South Africa -- View this message in context: http://r.789695.n4.nabble.com/meaning-of-sigma-from-LM-is-it-the-same-as-RMSE-tp4533515p4534165.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.