Christofer Bogaso
2024-Dec-24 13:45 UTC
[R] 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]]
Bert Gunter
2024-Dec-24 23:29 UTC
[R] Extract estimate of error variance from glm() object
... 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.