compositions (version 2.0-4)

varmlm: Residual variance of a model

Description

Computes the unbiased estimate for the variance of the residuals of a model.

Usage

# S3 method for mlm
var(x,...) 
# S3 method for lm
var(x,...)

Value

var.lm

returns a scalar giving the estimated variance of the residuals

var.mlm

returns a the estimated variance covariance matrix of the residuals

Arguments

x

a linear model object

...

Unused, for generic purposes only.

Author

K.Gerald v.d. Boogaart http://www.stat.boogaart.de, Raimon Tolosana-Delgado

Details

The difference of this command to var(resid(X)) is that this command correctly adjusts for the degrees of freedom of the model.

See Also

vcov

Examples

data(Orange)
var(lm(circumference~age,data=Orange))
var(lm(cbind(circumference,age)~age,data=Orange))