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Math Help - How to calculate the RMSE

  1. #1
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    How to calculate the RMSE

    Different books calculate the RMSE different ways when evaluating their models. Some researchers divides with the number of observations before taking the square root and some does the opposite. What is the correct way. Does anyone know? Does anyone have the straigt formula?
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  2. #2
    MHF Contributor matheagle's Avatar
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    What is RMSE?

    I know what MSE is, mean square error in linear models, but this RMSE is new to me.
    Last edited by matheagle; August 6th 2009 at 07:09 AM.
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  3. #3
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    Quote Originally Posted by matheagle View Post
    What is RMSE?

    I know what MSE is, mean square error in linear models, but this RMSE in new to me.
    See the last lines of the second paragraph: Mean squared error - Wikipedia, the free encyclopedia

    Also: RMSE
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  4. #4
    MHF Contributor matheagle's Avatar
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    The MSE is SSE divided by n-p, where p is the number of parameters in your model.
    The MSE is an unbiased estimator of the population variance.
    This RMSE is the square root of MSE, so it's a slightly biased estimator of the population st deviation.
    Show me the different formulas you're talking about.
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