mean squared error of prediction

synonym: mean squared error of estimation

initialisms: MSEE, MSEP

https://doi.org/10.1351/goldbook.10099

In multivariate calibration the average of the squared deviation of estimated values from the values of evaluation data. For \(N\) evaluation data where \(c_{i}\) is an observed value and \(\hat c_{i}\) is the predicted value. \[E_{\rm{MSEP}} = \frac{\sum\limits_{i\,=\,1}^{i\,=\,N} (\hat c_{i}\,-\, c_{i})^2}{N}\]

Note: Mean squared error of prediction is the square of root mean squared error of prediction.

Source:
PAC, 2016, 88, 407. 'Vocabulary of concepts and terms in chemometrics (IUPAC Recommendations 2016)' on page 421 (https://doi.org/10.1515/pac-2015-0605)