Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: How to compare RMSE of two models
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: How to compare RMSE of two models
Date
Tue, 27 Nov 2012 10:45:02 +0100
On Tue, Nov 27, 2012 at 10:32 AM, rasool.bux wrote:
> How to statistical compare RMSE of two equations/models in Stata? Kindly let me know which test used for it and how to report it. Same for IQR (95%CIs) reporting as single value i.e. p75 - p25.
>
> bootstrap "regress yvar xvar1" _b rmse1=e(rmse), reps(1000) saving(rmse1)
> bootstrap "regress yvar xvar2" _b rmse2=e(rmse), reps(1000) saving(rmse2)
The first thing to consider when you want to perform a statistical
test is to think about the null hypothesis. In this case I don't think
what you want to do involves a meaningful null hypothesis. In that
case you just don't want to perform that test.
> bootstrap iqr_v1=(r(p75)-r(p25)), rep(1000) seed(12345789) nodots saving(iqr_v1,replace): summarize v1, detail
Again consider the null hypothesis, and think whether you want to test
that hypothesis. Again, I don't think you want to do that.
-- Maarten
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/