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()$sigma is calculated using the residual degrees of freedom. See
below:
## Helps to study the
If you look at the code for summary.lm the line for the value of sigma is:
ans$sigma - sqrt(resvar)
and above that we can see that resvar is defined as:
resvar - rss/rdf
If that is not sufficient you can find how rss and rdf are computed in
the code as well.
On Tue, Apr 3, 2012 at 8:56 AM,
Again my thanks!
John
John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please
Please forgive my re-sending this question. I did not see any replies from my
prior post. My apologies if I missed something.
Is the sigma from a lm, i.e.
fit1 - lm(y~x)
summary(fit1)
summary(fit1)$sigma
the RMSE (root mean square error)
Thanks,
John
John David Sorkin M.D., Ph.D.
Chief,
?summary.lm
-Roy
On Apr 4, 2012, at 4:47 PM, John Sorkin wrote:
Please forgive my re-sending this question. I did not see any replies from my
prior post. My apologies if I missed something.
Is the sigma from a lm, i.e.
fit1 - lm(y~x)
summary(fit1)
summary(fit1)$sigma
the RMSE
Is the sigma from a lm, i.e.
fit1 - lm(y~x)
summary(fit1)
summary(fit1)$sigma
the RMSE (root mean square error)
Thanks,
John
John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
Baltimore VA Medical Center
10 North
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