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

[Greg Snow]

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 <jsorkin at grecc.umaryland.edu> 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
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