Does GLM return an estimate for the error term (residual standard deviation)?

GLM.jl doesn’t report it as part of the model summary, but you can extract it for a model with GLM.dispersion.

If you think that this should be part of the default output, please open an issue.

Also, if you want to predict a value, see GLM.predict, which can also provide prediction intervals, taking the various uncertainties in the model into account.

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