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Log RMSE to linear RMSE

Hi all,

I am trying to compare the RMSE values of a linear fit and log fit model.

However, to my understanding the RMSE for the linear fit is in the same units as the response (for instance MPG), but the log fit has log MPG as unit. Is there a possibility within JMP that allows the calculation of RMSE in the original scale?

Kind regards, Janneman

Advanced Statistical Modeling

Basic Data Analysis and Modeling

Predictive Modeling and Machine Learning

Reliability Analysis

Re: Log RMSE to linear RMSE

Hi @Janneman and welcome: One interpretation of the RMSE in log-scale is this; it is an estimate of the Coefficient of Variation (CV = sigma/mean) in the original scale. And CV is unitless.

So, as an approximation: RMSE(ln-scale) = RMSE(orig)/Mean(orig) gives:

RMSE(orig) = RMSE(ln scale)*Mean(orig).

Re: Log RMSE to linear RMSE

Hi @MRB3855,

Thank you for the warm welcome and thank you for the reply.

I was wondering if you have any suggestions on how to evaluate the performance of a linear model and log-log model?

I am trying to evaluate which model is better in terms of predictability and accuracy.