Hi there,
Can anybody comment on the fact that
summary(lm)$sigma .ne. sqrt(stepwise$rss/(length(data[1,])-stepwise$size))
Explanation: I am using stepwise to assess various regressions, dim(a)=n say:
sw <- stepwise( cbind(a,b,c,d), y,method=..).
In my opinion the right hand side of the above unequality (e.g.
sqrt(sw$rss/(n-p)) should be a valid estimate of the standard error for a
specified regression containing p variables of the a,b,c,d ; and this
should have the same value as summary(regression with the same variables
a,b,c,d)$sigma.
Or am I missing something? PS: no NAs are present in the data.
Thanks for any comment.
--Christian
Christian W. Hoffmann
Swiss Federal Institute for Forest, Snow and Landscape Research
CH-8903 Birmensdorf, Switzerland
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