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In statistics the mean squared prediction error or mean squared error of the predictions of a smoothing or curve fitting procedure is the expected value of the squared difference between the fitted values implied by the predictive function and the values of the (unobservable) function g. It is an inverse measure of the explanatory power of and can be used in the process of cross-validation of an estimated model. If the smoothing or fitting procedure has projection matrix (i.e., hat matrix) L, which maps the observed values vector to predicted values vector via then

Attributes	Values
rdf:type	yago:WikicatLossFunctions yago:Abstraction100002137 yago:Function113783816 yago:MathematicalRelation113783581 yago:Relation100031921
rdfs:label	Mean squared prediction error (en)
rdfs:comment	In statistics the mean squared prediction error or mean squared error of the predictions of a smoothing or curve fitting procedure is the expected value of the squared difference between the fitted values implied by the predictive function and the values of the (unobservable) function g. It is an inverse measure of the explanatory power of and can be used in the process of cross-validation of an estimated model. If the smoothing or fitting procedure has projection matrix (i.e., hat matrix) L, which maps the observed values vector to predicted values vector via then (en)
dcterms:subject	Statistical deviation and dispersion Point estimation performance Loss functions
Wikipage page ID	3244288 (xsd:integer)
Wikipage revision ID	1105990111 (xsd:integer)
Link from a Wikipage to another Wikipage	Projection matrix Statistical deviation and dispersion Point estimation performance Colin Mallows Loss functions Cross-validation (statistics) Statistics Statistical population Errors and residuals in statistics Law of total variance Curve fitting Regression analysis Data analyst Mallows's Cp Mean squared error Sample (statistics) Smoothing
Link from a Wikipage to an external page	https://archive.org/details/econometricmodel00pind/page/516
sameAs	Mean squared prediction error Mean squared prediction error Mean squared prediction error Mean squared prediction error
dbp:wikiPageUsesTemplate	dbt:Cite_book dbt:Disputed dbt:Expert_needed dbt:Further dbt:Multiple_issues dbt:Unreferenced dbt:Machine_learning_evaluation_metrics
has abstract	In statistics the mean squared prediction error or mean squared error of the predictions of a smoothing or curve fitting procedure is the expected value of the squared difference between the fitted values implied by the predictive function and the values of the (unobservable) function g. It is an inverse measure of the explanatory power of and can be used in the process of cross-validation of an estimated model. If the smoothing or fitting procedure has projection matrix (i.e., hat matrix) L, which maps the observed values vector to predicted values vector via then The MSPE can be decomposed into two terms: the mean of squared biases of the fitted values and the mean of variances of the fitted values: Knowledge of g is required in order to calculate the MSPE exactly; otherwise, it can be estimated. (en)
prov:wasDerivedFrom	wikipedia-en:Mean_squared_prediction_error?oldid=1105990111&ns=0
page length (characters) of wiki page	5596 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Mean_squared_prediction_error
is Link from a Wikipage to another Wikipage of	Regression validation Mean percentage error Forecasting Forecast error Autoregressive model MSPE Mean squared error List of statistics articles Outline of machine learning Prediction error
is Wikipage redirect of	Prediction error
is Wikipage disambiguates of	MSPE
is foaf:primaryTopic of	wikipedia-en:Mean_squared_prediction_error

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