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RMSE Root Mean Square Error - Statistics How To

Root mean square error (RMSE) is a measure of how far data points are from the fitted regression line. It is calculated by taking the square root of the average squared differences between the observed values and predicted values from the regression model. Lower RMSE indicates a better fit of the regression model to the data. The formula for RMSE involves taking the difference between observed and predicted values, squaring them, taking the average, and then taking the square root. [/SUMMARY]

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127 views1 page

RMSE Root Mean Square Error - Statistics How To

Root mean square error (RMSE) is a measure of how far data points are from the fitted regression line. It is calculated by taking the square root of the average squared differences between the observed values and predicted values from the regression model. Lower RMSE indicates a better fit of the regression model to the data. The formula for RMSE involves taking the difference between observed and predicted values, squaring them, taking the average, and then taking the square root. [/SUMMARY]

Uploaded by

Pradyut
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RMSE: Root Mean Square Error

What is Root Mean Square Error


(RMSE)?

Residuals on a scatter plot. Image: nws.noaa.gov

Root Mean Square Error (RMSE) is the standard


deviation of the residuals (prediction errors).
Residuals are a measure of how far from the
regression line data points are; RMSE is a measure
of how spread out these residuals are. In other
words, it tells you how concentrated the data is
around the line of best fit. Root mean square error is
commonly used in climatology, forecasting, and
regression analysis to verify experimental results.

Watch the video Brief overview of RMSE and how to


calculate it with a formula:

What is Root Mean Square Error (RMSE)?

Watch this video on YouTube.

Can’t see the video? Click here.

The formula is:

Where:

f = forecasts (expected values or unknown


results),
o = observed values (known results).

The bar above the squared differences is the mean


(similar to x̄). The same formula can be written with
the following, slightly different, notation (Barnston,
1992):

Where:

Σ = summation (“add up”)


(zfi – Zoi)2 = differences, squared
N = sample size.

You can use whichever formula you feel most


comfortable with, as they both do the same thing. If
you don’t like formulas, you can find the RMSE
by:

1. Squaring the residuals.


2. Finding the average of the residuals.
3. Taking the square root of the result.

That said, this can be a lot of calculation, depending


on how large your data set it. A shortcut to finding the
root mean square error is:

Where SDy is the standard deviation of Y.

When standardized observations and forecasts are


used as RMSE inputs, there is a direct relationship
with the correlation coefficient. For example, if the
correlation coefficient is 1, the RMSE will be 0,
because all of the points lie on the regression line
(and therefore there are no errors).

References
Barnston, A., (1992). “Correspondence among the
Correlation [root mean square error] and Heidke
Verification Measures; Refinement of the Heidke
Score.” Notes and Correspondence, Climate
Analysis Center. Available from here.
Kenney, J. F. and Keeping, E. S. “Root Mean
Square.” §4.15 in Mathematics of Statistics, Pt. 1,
3rd ed. Princeton, NJ: Van Nostrand, pp. 59-60,
1962.

CITE THIS AS:


Stephanie Glen. "RMSE: Root Mean Square
Error" From StatisticsHowTo.com:
Elementary Statistics for the rest of us!
https://www.statisticshowto.com/probability-
and-statistics/regression-analysis/rmse-root-
mean-square-error/

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