| This post was kindly contributed by Heuristic Andrew » sas - go there to comment and to read the full post. |
Here is code to calculate RMSE and MAE in R and SAS. RMSE (root mean squared error), also called RMSD (root mean squared deviation), and MAE (mean absolute error) are both used to evaluate models. MAE gives equal weight to all errors, while RMSE gives extra weight to large errors.
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| This post was kindly contributed by Heuristic Andrew » sas - go there to comment and to read the full post. |