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? Murray Jorgensen Dr Murray Jorgensen http://www.stats.waikato.ac.nz/Staff/maj.html Department of Statistics, University of Waikato, Hamilton, New Zealand Email: maj at waikato.ac.nz Fax +64-7 838 4155 Phone +64-7 838 4773 home phone +64-7 856 6705 Mobile +64-21 139 5862 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
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)$sigma^2 or deviance(rb.lm)/df.residual(rb.lm) BTW, I don't really know what you mean by `error mean square' (I would say `residual mean square'), but suspect that when weights are involved you want the weighted form which each of these compute. -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
At 06:56 AM 18-09-01 +0100, Prof Brian D Ripley wrote:>On Tue, 18 Sep 2001, Murray Jorgensen wrote: >> If rb.lm is an lm-object, I can access the error mean square as >> s2 <- sum(rb.lm$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)I know that I didn't ask questions of efficiency, but these two are slower than my proposal, especially the one calling summary.>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.I can't believe that you have never heard the term `error mean square'. Do you mean that you find it ambiguous, or that it is to be deprecated for some reason? Dr Murray Jorgensen http://www.stats.waikato.ac.nz/Staff/maj.html Department of Statistics, University of Waikato, Hamilton, New Zealand Email: maj at waikato.ac.nz Fax +64-7 838 4155 Phone +64-7 838 4773 home phone +64-7 856 6705 Mobile +64-21 139 5862 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._