Effective degrees of freedom for residuals, being the trace of the
idempotent hat
matrix transforming observations into residuals
from the fit.
# S3 method for fRegress
df.residual(object, ...)
Object of class inheriting from fRegress
additional arguments for other methods
The numeric value of the residual degrees-of-freedom extracted from
object
with the following attributes:
number of observations
effective degrees of freedom for the model, being the trace of the idempotent linear projection operator transforming the observations into their predictions per the model. This includes the intercept, so the 'degrees of freedom for the model' for many standard purposes that compare with a model with an estimated mean will be 1 less than this number.
1. Determine N = number of observations
2. df.model <- object\$df
3. df.residual <- (N - df.model)
4. Add attributes
Ramsay, James O., and Silverman, Bernard W. (2005), Functional Data Analysis, 2nd ed., Springer, New York. Hastie, Trevor, Tibshirani, Robert, and Friedman, Jerome (2001) The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Springer, New York.