[R] Combination of Bias and MSE ?
Viechtbauer Wolfgang (STAT)
Wolfgang.Viechtbauer at STAT.unimaas.nl
Wed Apr 5 18:06:11 CEST 2006
The MSE of an estimator X for a parameter theta is defined as E(X - theta)^2, which is equal to Var[X] + (Bias[X])^2, so in that sense, the MSE is already taking the bias of X into account.
Hope this helps,
--
Wolfgang Viechtbauer
Department of Methodology and Statistics
University of Maastricht, The Netherlands
http://www.wvbauer.com/
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-
> bounces at stat.math.ethz.ch] On Behalf Of Amir Safari
> Sent: Wednesday, April 05, 2006 5:20 PM
> To: R-help at stat.math.ethz.ch
> Subject: [R] Combination of Bias and MSE ?
>
>
>
> Dear R Users,
> My question is overall and not necessarily related to R.
> Suppose we face to a situation in which MSE( Mean Squared Error) shows
> desired results but Bias shows undesired ones, Or in advers. How can we
> evaluate the results. And suppose, Both MSE and Bias are important for
> us.
> The ecact question is that, whether there is any combined measure of two
> above metrics.
> Thank you so much for any reply.
> Amir Safari
>
>
>
>
>
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