Re: [R] meaning of sigma from LM, is it the same as RMSE

2012-04-05 Thread Mark Difford
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

Re: [R] meaning of sigma from LM, is it the same as RMSE

2012-04-05 Thread Greg Snow
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,

Re: [R] meaning of sigma from LM, is it the same as RMSE

2012-04-05 Thread John Sorkin
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

[R] meaning of sigma from LM, is it the same as RMSE

2012-04-04 Thread John Sorkin
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,

Re: [R] meaning of sigma from LM, is it the same as RMSE

2012-04-04 Thread Roy Mendelssohn
?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

[R] meaning of sigma from LM, is it the same as RMSE

2012-04-03 Thread John Sorkin
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