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))$std
Hi,
Yes, that is basically the idea. It is defined as:
stddev <- (colSums(as.matrix(resids^2))/(n - p))^0.5
Where n is the number of rows in the residual matrix and p is the rank
of the QR decomposition. I believe the reason they are slightly
different is that the mean of the residuals is not
Hello,
Is the "std.dev" component of ls.diag( lsfit(x,y) ) the sample standard
deviation of the residuals of the fit?
I have
ls.diag(lsfit(xx,yy))$std.dev
different from
sd(lsfit(xx,yy)$residuals)
where xx and yy are vectors of 5 elements.
Regards,
_
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