RMSE to Error Variance convertion

Question

0 个投票

Hey,

Is there a function that would convert the Root Mean Square Error to an Error Variance? I need to get the error value in terms of the R^2 error.

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Ferd 2011-12-16

or could anyone tell me the convertion factor(s).

Answer 1

the cyclist 2011-12-16

0 个投票

This page has the conversion formula:

The diagram with the red and blue squares is helpful to understand the relationship.

SS_err is proportional to RMSE squared and SS_tot is proportional to "RMSE_0" squared, i.e. the squared error before any model has been applied.

So you can think of it as

R^2 = 1 - (RMSE^2)/(RMSE_0^2)

I can probably whip up a little sample code if that's not clear enough.

Ferd 2011-12-16

Will check. If I have further questions, will reply here.

If not, a big thankyou.

Appreciate it The Cyclist!