Register to reply

RMSE vs standard deviation

by evidenso
Tags: deviation, rmse, standard
Share this thread:
evidenso
#1
Dec23-08, 07:31 AM
P: 37
hello
can anyone explain what the difference is between RMSE and standard deviation. I am using RMSE in multivariate analysis but is it just the standard dev. why another name?
Phys.Org News Partner Science news on Phys.org
NASA team lays plans to observe new worlds
IHEP in China has ambitions for Higgs factory
Spinach could lead to alternative energy more powerful than Popeye
mathman
#2
Dec23-08, 06:42 PM
Sci Advisor
P: 6,031
It may be a quibble, but sometimes standard deviation means the theoretical value, while RMSE might be used for the value derived from the data. (I could be wrong).
stewartcs
#3
Dec24-08, 10:53 PM
Sci Advisor
stewartcs's Avatar
P: 2,283
Quote Quote by evidenso View Post
hello
can anyone explain what the difference is between RMSE and standard deviation. I am using RMSE in multivariate analysis but is it just the standard dev. why another name?
If I recall correctly, the standard deviation is an actual population parameter whereas the RMSE is based on a model (e.g. regression analysis). In other words, the RMSE is an estimator of the standard deviation based on your model results. If it is an unbiased estimator, then it will be equal to the standard error.

CS

NoMoreExams
#4
Dec25-08, 12:51 AM
P: 626
RMSE vs standard deviation

Not sure if this is a credible source but a quick google search reveals http://www.sportsci.org/resource/stats/rmse.html


Register to reply

Related Discussions
Mean Absolute Deviation/Standard Deviation Ratio Set Theory, Logic, Probability, Statistics 6
Mean and standard deviation Precalculus Mathematics Homework 2
Changes to Standard Deviation? Set Theory, Logic, Probability, Statistics 8
Standard Deviation? Classical Physics 3
Standard deviation Set Theory, Logic, Probability, Statistics 4