query: Higher RMSE but lower MAE and RMLSE. Which model is better?
positive_passages.docid: 64409
positive_passages.text: Mean absolute error OR root mean squared error?
negative_passages.docid: 18178
negative_passages.text: Levels or First Differences, VECM or VAR for Ultimate Impulse Response Functions?
negative_passages.docid: 110802
negative_passages.text: Model selection with low N?
negative_passages.docid: 20848
negative_passages.text: Why use a certain measure of forecast error (e.g. MAD) as opposed to another (e.g. MSE)?
negative_passages.docid: 133562
negative_passages.text: Name of mean absolute error analogue to Brier score?
negative_passages.docid: 70580
negative_passages.text: $R^2$ of 1 but RMSE > 0
negative_passages.docid: 22557
negative_passages.text: Choosing the best model from among different "best" models
negative_passages.docid: 37786
negative_passages.text: Variance with minimal MSE in normal distribution
negative_passages.docid: 109914
negative_passages.text: Generalized Least Squares vs Ordinary Least Squares under a special case
negative_passages.docid: 105217
negative_passages.text: What test can I use to compare slopes from two or more regression models?
negative_passages.docid: 6272
negative_passages.text: Why V rms instead of V average?
negative_passages.docid: 46202
negative_passages.text: Evaluate forecasting ability of GARCH models with RMSE and MAE
negative_passages.docid: 21078
negative_passages.text: SR Flip-Flop: NOR or NAND?
negative_passages.docid: 111156
negative_passages.text: Which is a better design pricing model?
negative_passages.docid: 32282
negative_passages.text: Why I am getting different $R^2$ from R LM and manual calculation?
negative_passages.docid: 148673
negative_passages.text: Comparison of log-likelihood of two non-nested models
negative_passages.docid: 146008
negative_passages.text: Why do we usually choose to minimize the sum of square errors (SSE) when fitting a model?