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How to find the mean squared error for linear model in R?
To find the mean squared error for linear model, we can use predicted values of the model and find the error from dependent variable then take its square and the mean of the whole output. For example, if we have a linear model called M for a data frame df then we can find the mean squared error using the command mean((df$y-predict(M))^2).
Example1
Consider the below data frame −
x1<-rnorm(20) y1<-rnorm(20) df1<-data.frame(x1,y1) df1
Output
x1 y1 1 -0.64419775 -0.655535847 2 -2.02925533 -0.074246704 3 1.42639556 0.226413529 4 0.21841252 -0.799586646 5 -0.08272931 0.021258680 6 1.36349138 -0.358914344 7 0.58243090 0.334064031 8 -0.18839329 0.596566815 9 1.97993745 1.808762160 10 -0.31676008 0.812349831 11 -0.06732802 -0.189255661 12 1.76175840 -0.317888508 13 -0.29681017 0.947048363 14 -1.02210007 0.428273333 15 -0.33408154 2.273976129 16 0.49158882 -0.483902966 17 -0.71446066 0.001058688 18 -0.98031110 0.011280707 19 0.78912612 0.620691096 20 0.63751954 -0.668467539
Creating linear model for y1 and x1 then finding predicted values and the mean squared error −
Model1<-lm(y1~x1,data=df1) predict(Model1)
1 2 3 4 5 6 7 8 0.1936091 0.1343150 0.2822509 0.2305373 0.2176455 0.2795580 0.2461209 0.2131220 9 10 11 12 13 14 15 16 0.3059479 0.2076267 0.2183048 0.2966077 0.2084807 0.1774312 0.2068852 0.2422320 17 18 19 20 0.1906012 0.1792202 0.2549695 0.2484792
mean((df1$y1-predict(Model1))^2)
[1] 0.6022432
Example2
iv1<-rpois(20,2) iv2<-rpois(20,3) iv3<-rpois(20,1) Y<-rpois(20,6) df2<-data.frame(iv1,iv2,iv3,Y) df2
Output
iv1 iv2 iv3 Y 1 3 5 1 5 2 6 2 0 12 3 1 1 0 10 4 5 2 1 6 5 5 1 0 6 6 4 4 0 5 7 1 2 0 2 8 1 1 0 6 9 2 5 0 5 10 2 4 0 6 11 4 6 2 8 12 3 4 1 4 13 2 5 2 6 14 4 3 1 4 15 3 3 2 10 16 2 2 1 7 17 2 4 0 14 18 2 1 0 7 19 1 3 1 7 20 2 4 1 4
Creating linear model for Y, iv1, iv2, iv3 then finding predicted values and the mean squared error −
Model2<-lm(Y~iv1+iv2+iv3,data=df2) predict(Model2)
1 2 3 4 5 6 7 8 6.368896 7.886330 6.659550 7.545170 7.802283 6.911692 6.457914 6.659550 9 10 11 12 13 14 15 16 6.138690 6.340326 6.397466 6.570532 6.027735 7.057851 6.716690 6.688120 17 18 19 20 6.340326 6.945233 6.200801 6.284848
mean((df2$Y-predict(Model2))^2)
[1] 7.745138
Updated on: 06-Mar-2021
3K+ Views
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