R help - Dec 2024 - Extract estimate of error variance from glm() object

Hi,

I have below GLM fit

clotting <- data.frame(
    u = c(5,10,15,20,30,40,60,80,100),
    lot1 = c(118,58,42,35,27,25,21,19,18),
    lot2 = c(69,35,26,21,18,16,13,12,12))
summary(glm(lot1 ~ log(u), data = clotting, family = gaussian))

Is there any direct function to extract estimate of Error standard deviation?

vcov(). ?

On Tue, Dec 24, 2024, 8:45 AM Christofer Bogaso <bogaso.christofer at
gmail.com>
wrote:
> Hi,
>
> I have below GLM fit
>
> clotting <- data.frame(
>     u = c(5,10,15,20,30,40,60,80,100),
>     lot1 = c(118,58,42,35,27,25,21,19,18),
>     lot2 = c(69,35,26,21,18,16,13,12,12))
> summary(glm(lot1 ~ log(u), data = clotting, family = gaussian))
>
> Is there any direct function to extract estimate of Error standard
> deviation?
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> https://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
	[[alternative HTML version deleted]]

... but do note:
glm(lot1 ~ log(u), data = clotting, family = gaussian)

is a plain old *linear model*, which is of course a specific type of
glm, but not one that requires the machinery of glm() to fit.  That
is, the above is exactly the same as:

lm(lot1 ~ log(u), data = clotting)

and gives exactly the same sigma() !

(and I would therefore hazard the guess that the poster may
misunderstand what a glm actually is, though of course I may be wrong
about this).

Cheers,
Bert

On Tue, Dec 24, 2024 at 5:45?AM Christofer Bogaso
<bogaso.christofer at gmail.com> wrote:
>
> Hi,
>
> I have below GLM fit
>
> clotting <- data.frame(
>     u = c(5,10,15,20,30,40,60,80,100),
>     lot1 = c(118,58,42,35,27,25,21,19,18),
>     lot2 = c(69,35,26,21,18,16,13,12,12))
> summary(glm(lot1 ~ log(u), data = clotting, family = gaussian))
>
> Is there any direct function to extract estimate of Error standard
deviation?
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
https://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

If the family is Poisson or binomial and the dispersion= argument to summary
is omitted then sigma is 1.  See ?summary.glm

On Tue, Dec 24, 2024 at 8:45?AM Christofer Bogaso
<bogaso.christofer at gmail.com> wrote:
>
> Hi,
>
> I have below GLM fit
>
> clotting <- data.frame(
>     u = c(5,10,15,20,30,40,60,80,100),
>     lot1 = c(118,58,42,35,27,25,21,19,18),
>     lot2 = c(69,35,26,21,18,16,13,12,12))
> summary(glm(lot1 ~ log(u), data = clotting, family = gaussian))
>
> Is there any direct function to extract estimate of Error standard
deviation?
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
https://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.


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