[R] ls.diag and lsfit very basic question
P Ehlers
ehlers at ucalgary.ca
Sun Jan 23 15:26:47 CET 2011
MM 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.
Compare
ls.diag(lsfit(xx,yy))$std.dev
with
sd(resid(lsfit(xx,yy)))*sqrt(4/3)
and think about degrees of freedom.
Peter Ehlers
>
> Regards,
>
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