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Mean squared prediction error

In statistics the mean squared prediction error (MSPE), also known as mean squared error of the predictions, of a smoothing, curve fitting, or regression procedure is the expected value of the squared prediction errors (PE), the square difference between the fitted values implied by the predictive function g ^ {\displaystyle {\widehat {g}}} and the…

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Formulation

Projection matrixPredicted valuesBiasVariance
4 related topics

Computation of MSPE over out-of-sample data

Data sampleData analystRegression
3 related topics

Estimation of MSPE over the population

PopulationColin MallowsCp
3 related topics

Overview

StatisticsSmoothingCurve fittingRegressionExpected value
9 related topics

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Computation of MSPE over out-of-sample data

Estimation of MSPE over the population

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Mean squared prediction error

Nodes24
Edges23
Triples8
Avg. degree1.92
Density0.083333
Components1

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Mean squared prediction error

Top relations

related to Computation of MSPE over out-of-sample data · 7
Mean squared prediction error → And, First, If, MSPE, Second, Since, The
is a · 1
Mean squared prediction error → square root of MSPE

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mspe data model estimated squared mean error displaystyle computed prediction widehat regression out-of-sample population points values process also statistics smoothing

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SubjectPredicateObjectConfidenceSrc
Mean squared prediction erroris asquare root of MSPE0.90text
Mean squared prediction errorrelated to Computation of MSPE over out-of-sample dataThe0.60section
Mean squared prediction errorrelated to Computation of MSPE over out-of-sample dataFirst0.60section
Mean squared prediction errorrelated to Computation of MSPE over out-of-sample dataMSPE0.60section
Mean squared prediction errorrelated to Computation of MSPE over out-of-sample dataSince0.60section
Mean squared prediction errorrelated to Computation of MSPE over out-of-sample dataIf0.60section
Mean squared prediction errorrelated to Computation of MSPE over out-of-sample dataAnd0.60section
Mean squared prediction errorrelated to Computation of MSPE over out-of-sample dataSecond0.60section

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