What is RMSE?
I know what MSE is, mean square error in linear models, but this RMSE is new to me.
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?
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.