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
Examples
stack.mlm <- lm(Sdatasets::stack.x ~ Sdatasets::stack.loss)
fit.SSD <- SSD(stack.mlm)
estVar(stack.mlm)
estVar(fit.SSD)