From pdalgd at gmail.com  Thu Apr 28 10:19:21 2016
From: pdalgd at gmail.com (peter dalgaard)
Date: Thu, 28 Apr 2016 10:19:21 +0200
Subject: [Rd] residual standard "error"
In-Reply-To: <22305.49920.349559.710718@stat.math.ethz.ch>
References: <37CB9E78-738E-4508-BA0C-AD4CB7B98EF4@calvin.edu>
	<22305.49920.349559.710718@stat.math.ethz.ch>
Message-ID: <13393868-5414-4849-9083-4F3CDA583A8E@gmail.com>


On 28 Apr 2016, at 10:00 , Martin Maechler <maechler at stat.math.ethz.ch> wrote:

>>>>>> Randall Pruim <rpruim at calvin.edu>
>>>>>>    on Sun, 17 Apr 2016 13:54:28 +0000 writes:
> 
>> I see that the sigma() function has recently been introduced into R 3.3.  The help for sigma() says:
>> Extract the estimated standard deviation of the errors, the ?residual standard deviation? (misnomed also ?residual standard error?, e.g., in summary.lm()'s output, from a fitted model.
> 
>> Is there any reason not to fix the mis-naming of residual standard error now too?  Both functions are in the stats package.  It seems odd for one function in the package to point out an issue with another, especially when fixing it would only affect displayed output and not the rest of the API.
> 
> Yes, there is a reason, believe it or not, it is called "tradition".
> 
> 1) The tradition of some/many(?) statistics text books who use the same misnomer
> 2) The "tradition" of S+ (S, S-PLUS) before R and R ever since,
>   with its output re-printed in lecture notes and other text books.
> 
> For that reason I did not dare to change it in print.summary.lm(),
> even though I could have been one of the few to change it at a time
> when are was still in its infancy and (years *before* it got to
> version 1.0.0 on Feb.29, 2000).

You may want to Google "Standard error of the estimate" (and weep...)

-pd

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
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[Rd] residual standard "error"
peter dalgaard