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
"rasool.bux" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: How to compare RMSE of two models
Date
Tue, 27 Nov 2012 12:49:06 +0000
Dear Maarten,
Thanks for reply. May be I am not conveying my question clearly. I would like to compare the two models against the same yvariable, which model is performing better and how we could say that model 1 is better than model 2 i.e. in terms of p-values of RMSE.
Best regards
Rasool Bux
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Maarten Buis
Sent: Tuesday, November 27, 2012 2:45 PM
To: [email protected]
Subject: Re: st: How to compare RMSE of two models
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/
-----
No virus found in this message.
Checked by AVG - www.avg.com
Version: 2013.0.2793 / Virus Database: 2629/5920 - Release Date: 11/26/12
________________________________
This e-mail may contain information that is privileged or confidential. If you are not the intended recipient, please delete the e-mail and any attachments and notify us immediately.
*
* 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/