in linear regression model, have observed_values , predicted_values. want calculate standard deviation of absolute error values in r. think this, not sure:
sd(abs(observed_values-predicted_values))
is o.k.? there sort of function that?
suppose linear model fit lmfit
, need do:
n <- length(lmfit$residuals) ## number of data / residuals df.residual <- lmfit$df.residual ## residual degree of freedom abs.residual <- abs(lmfit$residuals) ## absolute residuals
now, sample standard deviation sd(abs.residual)
biased estimate, because assumes n-1
degree of freedom in residuals. while in fact, there df.residual
degree of freedom. need bias correction:
sd(abs.residual) * sqrt((n-1) / df.residual)
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