Calculating RMSE for GLM models (-glmcorr- command)

[Ash Summerfield]

Hi,

I'm running various different regression models, and using RMSE to compare between them. I am aware that the -glmcorr- command has been developed to produce this. However, the -glmcorr- command only gives the figure to 3 decimal places, ideally I need at least 5 decimal places to compare between models. Is there a way to get the -glmcorr- command to produce more decimal places, or another way to get the RMSE for a GLM regression?

Thanks,

Ash

[Rich Goldstein]

please look at the help file for glmcorr - you will see that one of the save results is the rmse and it gives many more decimal places than the standard output; to see this, type

return li

after you run glmcorr; you can, of course, also save that result in a local macro if you want it for later; remember that running glmcorr a second time will erase the results of the first run unless you have saved what you want from it

[Ash Summerfield]

Thanks a lot Rich

[Nick Cox]

Just use -return list- to see more decimal places.

(-glmcorr- is from SSC and one of mine, but I am travelling at the moment.)

[Ash Summerfield]

Is there also a way of calculating the mean absolute error for GLM models in stata?