About: Mean signed deviation

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In statistics, the mean signed difference (MSD), also known as mean signed deviation and mean signed error, is a sample statistic that summarises how well a set of estimates match the quantities that they are supposed to estimate. It is one of a number of statistics that can be used to assess an estimation procedure, and it would often be used in conjunction with a sample version of the mean square error.

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  • In statistics, the mean signed difference (MSD), also known as mean signed deviation and mean signed error, is a sample statistic that summarises how well a set of estimates match the quantities that they are supposed to estimate. It is one of a number of statistics that can be used to assess an estimation procedure, and it would often be used in conjunction with a sample version of the mean square error. For example, suppose a linear regression model has been estimated over a sample of data, and is then used to extrapolate predictions of the dependent variable out of sample after the out-of-sample data points have become available. Then would be the i-th out-of-sample value of the dependent variable, and would be its predicted value. The mean signed deviation is the average value of (en)
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  • In statistics, the mean signed difference (MSD), also known as mean signed deviation and mean signed error, is a sample statistic that summarises how well a set of estimates match the quantities that they are supposed to estimate. It is one of a number of statistics that can be used to assess an estimation procedure, and it would often be used in conjunction with a sample version of the mean square error. (en)
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  • Mean signed deviation (en)
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