[R] ls.diag and lsfit very basic question

[Joshua Wiley]

Hi,

Yes, that is basically the idea.  It is defined as:

stddev <- (colSums(as.matrix(resids^2))/(n - p))^0.5

Where n is the number of rows in the residual matrix and p is the rank
of the QR decomposition.  I believe the reason they are slightly
different is that the mean of the residuals is not necessarily exactly
0.

Cheers,

Josh

On Sat, Jan 22, 2011 at 2:54 PM, MM <finjulhich at gmail.com> wrote:
> Hello,
>
> Is the "std.dev" component of ls.diag( lsfit(x,y) ) the sample standard
> deviation of the residuals of the fit?
>
> I have
>  ls.diag(lsfit(xx,yy))$std.dev
> different from
>  sd(lsfit(xx,yy)$residuals)
>
> where xx and yy are vectors of 5 elements.
>
> Regards,
>
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-- 
Joshua Wiley
Ph.D. Student, Health Psychology
University of California, Los Angeles
http://www.joshuawiley.com/