I know there is a small difference between $sigma
and the concept of root mean squared error. So, i am wondering what is the easiest way to obtain
I think the other answers might be incorrect. The MSE of regression is the SSE divided by (n - k - 1), where n is the number of data points and k is the number of model parameters.
Simply taking the mean of the residuals squared (as other answers have suggested) is the equivalent of dividing by n instead of (n - k - 1).
I would calculate RMSE by sqrt(sum(res$residuals^2) / res$df)
.
The quantity in the denominator res$df
gives you the degrees of freedom, which is the same as (n - k - 1). Take a look at this for reference: https://www3.nd.edu/~rwilliam/stats2/l02.pdf