# Tagged Questions

RMS stands for 'root-mean-square' is a measure of the typical size of a varying quantity. It occurs in the n-denominator form of standard deviation (the RMS deviation from the mean)

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### RMSE for shifted datasets

I am facing the problem to compare a series of simulations to a set of observations. Normally I would employ the Root Mean Square Error (RMSE) as goodness-of-fit measure to understand which is the ...
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### Is Root Mean Squared Error computed according to model with all variables or only significant ones?

I made VAR model where there are some statistically insignificant variables. I ran forecast and I wanted to compute Root Mean Square Error. I tought that RMSE is computed according to model with only ...
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### Comparison of 3 different data sets

I have two time varying datasets that are on different scales (one typically of the order of magnitude of 1e-3 and the other of order of magnitude 100). I've been working on a process that generates a ...
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### statistical model goodness of fit

I have an article under revision where I created a regression model (Random Forests) to estimate a certain X variable. For that model I have reported the coefficient of determination (R2) and the root ...
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### Evaluation metrics for kernel density estimation

Given a true (benchmark) density $p(x)$, and several density estimation algorithms, I want to empirically compare which one works better than the other. In this case, what kind of evaluation metric is ...
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### compare different Imputation method by RMSE

My original dataset : ...
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### Standard errors and confidence interval in cox regression model validation using RMS package

I am using RMS package of R to validate cox regression model with bootstrap. Please see the sample code below. I have three questions: (1) How do I request the standard errors and/or confidence ...
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### Which denominator to use for cross-validated RMSE: $n$ or $n-k$?

I'm having a hard time understanding when I should take out the number of parameters from the denominator of the root mean squared error. From what I understood (other question, and wiki article), if ...
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### Custom metric in Caret that puts more weight on bias

I am fitting a machine learning model that needs to have a low bias; variance is not as important. As such I would like to fit a model that places more weight on bias, than using the custom metric for ...
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### Assessing a vector of errors in modeling

The quality of a model is often assessed based on a figure of merit such as RMSE. This reduces the individual errors in the model to a single number without assessing the errors as a population of ...
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### How to interpret poor $R^2$ score but good RMSE value?

I split my data into training set and test set and am running linear regression on it. I am using Python's "scikit" library and I am getting an $R^2$ score of 0.31 and an RMSE value of 0.037. The ...
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### How to apply a model from one data set to another

I'm still new to SAS, and I need to take a basic OLS regression from one data set, and find the RMSE when applied to a different set. This feels simple, but I haven't found anything. Help would be ...
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### Shouldn't the root mean square error (RMSE) be called root mean square residual?

As far as I understand, estimating the error of a model, say an artificial neural network, requires to know the "true" model. Wikipedia says in its article "Errors and residuals": "The error (or ...
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### How to request predicted points for each patient based on nomogram in RMS?

I am generating nomogram for a survival analysis project using RMS package of R. A PI of the project would like to have predicted points for each patient in the sample predicted by the nomogram. Is ...
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### RMS and probability of steady values

Given an RMS value of a signal/waveform/list of numbers, I would like to construct an equation that calculates the probability that $n$ consecutive points are the same (or close). Suppose I have a ...
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### How can I calculate the root mean square error (RMSE) for two covariance matrices?

I want to compare different methods of estimating the covariance matrices on the basis of RMSE and will recommend having the minimum RMSE. I have a sample of, say, 356 weekly observations of 10 ...
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### Minimizing RMSE while using a log-transformation

I am trying to fit a linear model to some data, but the dependent variable y is clearly not normally distributed. It has a heavy tail on the right. A log-transformation helps to make the ...
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### Is it possible to compare the RMSE of different models with different datasets?

I have 5 datasets and for each one of them I created 2 prediction models. For such task I divided each dataset in training and testing set (70/30%). Then I assessed the RMSE for each one and ...
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### How to predict using ordered probit regression and calculate prediction accuracy?

I want to do an ordered probit regression, then cross-validate model prediction accuracy with 80% data for training and 20% for validation, and calculate RMSE for predictions. Consider this dataset: ...
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### How to compare forecast accuracy of ordered probit and the equivalent Bayesian heierarchical model in R?

I have a dataset of a metric predictor variable $X$, and an ordered categorical predicted value $Y$ for several individuals. The dataset are from two groups $G_1$ and $G_2$. I want to estimate $Y$ ...
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### How to discuss RMSE, MAE, $R^2$ results. What values are good/bad?

I have regression results for a study where I'm trying to develop a predictive model to estimate the value of a continuous output value for a physical process. My database has around 400 records and ...
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### RMSE (Root Mean Squared Error) for logistic models

I have a question regarding the validity of using RMSE (Root Mean Squared Error) to compare different logistic models. The response is either 0 or ...
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### Standard performance measure for regression?

I will perform time-series prediction and I will report the accuracy of my system with a measure like RMSE or MAE. However, the variables I will predict are in different ranges. So let's say one is ...
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### How to change baseline patient in Predict function in rms package in R?

I am doing a time dependent Cox model using cph function in rms package. I use Predict and plot.Predict to plot the hazard ratio on y axis and a continuous covariate (e.g. LDL cholesterol) on X axis ...
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### Root-Mean Squared Error for Bayesian Regression Models

I'm trying to get a sense of my prediction errors for a Bayesian regression model and I was using the Root-Mean-Squared Error. My question is, since are predictions are stochastic, would it make ...
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### Using {rms} package for multinomial logit

Is it possible to use the rms package to model multinomials logits, or elsewise to model several binary logits to achieve the same effect? I am aware that there are many other packages specifically ...
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### Visualizing nonlinear regression

I have following model using mtcars dataset: ...
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### KS, RMSE tests in R

I have a set of yearly peak river flows and I am trying to use the KS test to conclude if the data is coming from a generalized extreme value (GEV) distribution. I am also trying to calculate a root ...