Synonym: Mean Square Deviation (MSD) = Mean Square Error (MSE)
Statistical metric characterizing A number characterising the model prediction quality ( goodness of fit ) between the datasets of a given variable
and its estimator LaTeX Math Inline body x
: LaTeX Math Inline body \hat x
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MSEMSD(x, \hat x) = \frac{1}{n} \sum_{i=1}^n (x_i - \hat x_i)^2 |
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| a variable represented by data set | ||||||||
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| predictor of estimator of variable | ||||||||
| discrete set of numerical samples of variable | ||||||||
| discrete set of predictors for the corresponding samples of variable |
The MSEThe MSD is a positive number, making zero for a constant dataset only.
The upper value of MSEof MSD is not limited and defined by the variable and its predictor, which can be troublesome in computations.
There are many normalised measures normalized measures of prediction quality which are more comfortable for computations, with Coefficient of determination (R2) being the most popular.
The terms MSD and MSE are used in mathematics and engineering interchangeably.
See also
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Human / Science / Formal Science / Mathematics / Statistics / Statistical Metric
[ Root Root Mean Square Error (RMSE)
Coefficient ] [ Coefficient of determination (R2) ]