[R] estimated variance for parametric fit

[Prof Brian Ripley]

'estimated variance' of what?

See ?vcov, ?summary.lm (especially 'sigma') for two possible answers (and 
there may be more senses).

On Sun, 9 Nov 2008, cruz wrote:

> Hi,
>
> What formula is appropriate for calculating the estimate of variance
> from the parametric fit? I have a linear regression model i.e. lm(a~b)
>
> Thanks,
> cruz
>
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PLEASE do so.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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