Standard Error of Regressions Rechner — Formel

Standard Error of Regression (RMSE)

The standard error of regression (also called residual standard error or RMSE) estimates the standard deviation of the residuals.

Formula

Se = sqrt(SSE / (n - p - 1))

where SSE is the sum of squared residuals, n is sample size, and p is the number of predictors. Smaller Se means better prediction accuracy. The denominator (n - p - 1) accounts for the degrees of freedom lost estimating the model parameters.