SSD
SSD Matrix and Estimated Variance Matrix in Multivariate Models

Description

Computes the SSD matrix and the estimated variance matrix for multivariate models. An SSD matrix is the crossproduct of the residuals.

Usage

SSD(object, ...)
## S3 method for class 'mlm':
SSD(object, ...) 
estVar(object, ...)
## S3 method for class 'mlm':
estVar(object, ...) 
## S3 method for class 'SSD':
estVar(object, ...) 

Arguments

object an object representing a fitted multivariate model. Currently can be either an "mlm" object (the output of lm when the response is a multi-column matrix), or an "SSD" object (the output of SSD).
... additional arguments to be passed to or from future functions.
Value
SSD returns a list of class "SSD", with following components:
SSD the matrix cross product of the object's residuals.
call the function name that is used to structure "mlm" object.
df the residual degrees of freedom from the model.
estVar returns the estimated variance of the residuals: the SSD component of the output of SSD divided by its df component.
See Also
lm, residuals.
Examples
stack.mlm <- lm(Sdatasets::stack.x ~ Sdatasets::stack.loss)
fit.SSD <- SSD(stack.mlm)
estVar(stack.mlm)
estVar(fit.SSD)
Package stats version 6.0.0-69
Package Index