car (version 3.1-3)

sigmaHat: Return the scale estimate for a regression model

Description

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

Usage

sigmaHat(object)

Value

A nonnegative number

Arguments

object

A regression object of type lm, glm or nls

Author

Sanford Weisberg,

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.

Examples

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