meaning of sigma from LM, is it the same as RMSE

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meaning of sigma from LM, is it the same as RMSE

John Sorkin
Is the sigma from a lm, i.e.

fit1 <- lm(y~x)
summary(fit1)
summary(fit1)$sigma

the RMSE (root mean square error)

Thanks,
John

John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)

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Re: meaning of sigma from LM, is it the same as RMSE

glsnow
If you look at the code for summary.lm the line for the value of sigma is:

ans$sigma <- sqrt(resvar)

and above that we can see that resvar is defined as:

 resvar <- rss/rdf

If that is not sufficient you can find how rss and rdf are computed in
the code as well.

On Tue, Apr 3, 2012 at 8:56 AM, John Sorkin <[hidden email]> wrote:

> Is the sigma from a lm, i.e.
>
> fit1 <- lm(y~x)
> summary(fit1)
> summary(fit1)$sigma
>
> the RMSE (root mean square error)
>
> Thanks,
> John
>
> John David Sorkin M.D., Ph.D.
> Chief, Biostatistics and Informatics
> University of Maryland School of Medicine Division of Gerontology
> Baltimore VA Medical Center
> 10 North Greene Street
> GRECC (BT/18/GR)
> Baltimore, MD 21201-1524
> (Phone) 410-605-7119
> (Fax) 410-605-7913 (Please call phone number above prior to faxing)
>
> Confidentiality Statement:
> This email message, including any attachments, is for ...{{dropped:14}}

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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Re: meaning of sigma from LM, is it the same as RMSE

John Sorkin
Again my thanks!
John

John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)

>>> Greg Snow <[hidden email]> 4/5/2012 4:42 PM >>>
If you look at the code for summary.lm the line for the value of sigma is:

ans$sigma <- sqrt(resvar)

and above that we can see that resvar is defined as:

 resvar <- rss/rdf

If that is not sufficient you can find how rss and rdf are computed in
the code as well.

On Tue, Apr 3, 2012 at 8:56 AM, John Sorkin <[hidden email]> wrote:

> Is the sigma from a lm, i.e.
>
> fit1 <- lm(y~x)
> summary(fit1)
> summary(fit1)$sigma
>
> the RMSE (root mean square error)
>
> Thanks,
> John
>
> John David Sorkin M.D., Ph.D.
> Chief, Biostatistics and Informatics
> University of Maryland School of Medicine Division of Gerontology
> Baltimore VA Medical Center
> 10 North Greene Street
> GRECC (BT/18/GR)
> Baltimore, MD 21201-1524
> (Phone) 410-605-7119
> (Fax) 410-605-7913 (Please call phone number above prior to faxing)
>
> Confidentiality Statement:
> This email message, including any attachments, is for ...{{dropped:23}}

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.