What is the difference between RMSE and standard deviation?

Join the discussion
Registration is free. Ask a follow-up in this thread, or start your own.
3 replies · 49K views
evidenso
Messages
37
Reaction score
0
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?
 
Physics news on Phys.org
evidenso said:
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