This has been discussed before, but I can’t keep anything in my head for more than 6-8 hours. What is the difference between the two? RMSE=square root of the average squared error SEE=square root of MSE MSE=SSE/n-(k+1)

That explanation doesn’t look right to me. Anyone else?

Looks right to me, I remember RMSE being the out of sample SEE.

If that is the case then schweser does a pretty horrible job of explaning it. So they calculation is the same then? That is what I was getting at…

Here’s a better one where JDV sounds off on the subject. http://www.analystforum.com/phorums/read.php?12,731205,732137#msg-732137

Thanks.