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sgr (version 1.3.1)

amse: Average root mean square error

Description

Average root mean square error (AMSE).

Usage

amse(Bpar, B0)

Arguments

Bpar

Matrix with dimension B (replicates) ×P (parameters).

B0

Vector of true parameter values.

Value

Gives the AMSE value.

Details

Let θ^ij be the estimated parameter value for the jth parameter in the ith sample (replicate), i=1,2,B, j=1,2,P, and let θj be the corresponding true parameter value, the Average root mean square error is defined as follows:

AMSE=1Bi1Pj[θ^ijθjθj]2

References

Yang-Wallentin, F., Joreskog, K. G., Luo, H. (2010). Confirmatory Factor Analysis of Ordinal Variables With Misspecified Models, Structural Equation Modeling: A Multidisciplinary Journal, 17, 392-423.

See Also

arb