reg.std.err {YRmisc} | R Documentation |
Calculate standard error for the outcome of lm.fit(). This function is built for reg.linreg for higher efficiency only. It can't be used for calculating standard error in general operation.
reg.std.err(SSE,dof)
SSE |
:error sum of squared aka. residual sum of squared |
dof |
:degree of freedom |
X <- as.matrix(cbind(1,EuStockMarkets[,1:2])) # create the design matrix
Y <- as.data.frame(EuStockMarkets)$FTSE
fit <- lm.fit(x = X, y = Y)
SSE <- sum((Y - fit$fitted.values)^2)
dof <- reg.dof(fit)
reg.std.err(SSE,dof)