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 6.1.5-18
Package Index