Statistics on Residuals
summary(USArrests)
# Murder Assault UrbanPop Rape
# Min. : 0.800 Min. : 45.0 Min. :32.00 Min. : 7.30
# 1st Qu.: 4.075 1st Qu.:109.0 1st Qu.:54.50 1st Qu.:15.07
# Median : 7.250 Median :159.0 Median :66.00 Median :20.10
# Mean : 7.788 Mean :170.8 Mean :65.54 Mean :21.23
# 3rd Qu.:11.250 3rd Qu.:249.0 3rd Qu.:77.75 3rd Qu.:26.18
# Max. :17.400 Max. :337.0 Max. :91.00 Max. :46.00
fit <- lm(Murder ~ Assault, data = USArrests)
# Residuals
res <- residuals(fit)
# Root Mean Squared Error
rmse <- sqrt(mean(res^2))
rmse
# [1] 2.576236
# Residual Sum of Squares
rss <- sum(res^2)
rss
# [1] 331.8496
# Degrees of freedom of Residuals
df <- fit$df.residual
df
# [1] 48
# Residual Standard Error (or Standard Error of Regression or Standard Error of Estimate)
S <- sqrt(rss / df)
S
# [1] 2.62936