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KSPM (version 0.2.1)

sigma.kspm: Extract residuals standard deviation

Description

Returns the residuals standard deviation (sigma) for object of class "kspm".

Usage

# S3 method for kspm
sigma(object, ...)

Arguments

object

an object of class "kspm", usually, a result of a call to kspm.

...

additional optional argument (currently unused).

Value

typically a number, the estimated standard deviation of the errors ("residual standard deviation")

Details

The value returned by the method is \(\sqrt{\frac{RSS}{edf}}\) where \(RSS\) is the residual sum of squares and \(edf\) is the effective degree of freedom.

See Also

kspm for fitting model, summary.kspm, residuals.kspm, nobs.kspm, deviance.kspm.