[R] Error mean square

[Prof Brian D Ripley]

On Tue, 18 Sep 2001, Murray Jorgensen wrote:

> If rb.lm is an lm-object, I can access the error mean square as
>
> s2 <- sum(rb.lm$residuals^2)/rb.lm$df.residual
>
>
> This seems a bit like hard work for such a commonly wanted quantity. Is
> there a better way to do this?

For a model without weights

summary(rb.lm)$sigma^2

or

deviance(rb.lm)/df.residual(rb.lm)


BTW, I don't really know what you mean by `error mean square' (I would say
`residual mean square'), but suspect that when weights are involved you
want the weighted form which each of these compute.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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