Root Mean Square Error (RMSE)

What is Root Mean Square Error (RMSE)?

The root mean square error (RMSE) is a metric that tells us how far apart our predicted values are from our observed values in a regression analysis, on average. It is calculated as:

RMSE = √[ Σ(P_i – O_i)² / n ]

where:

• Σ is a fancy symbol that means “sum”
• P_i is the predicted value for the i^th observation
• O_i is the observed value for the i^th observation
• n is the sample size

To find the RMSE for a regression, simply enter a list of observed values and predicted values in the two boxes below, then click the “Calculate” button: