Return the scale estimate for a regression model

Description

This function provides a consistent method to return the estimated scale from a linear, generalized linear, nonlinear, or other model.

Usage

sigmaHat(object)

Arguments

Details

For an lm or nls object, the returned quantity is the square root of the estimate of sigma. For a glm object, the returned quantity is the square root of the estimated dispersion parameter.

Value

A nonnegative number

Author(s)

Sanford Weisberg, sandy@stat.umn.edu

Examples

m1 <- lm(prestige ~ income + education, data=Duncan)
sigmaHat(m1)