MAD is equal to the square root of MSE.

Question

Quizplus · Accepted Answer

MAD (Mean Absolute Deviation) and MSE (Mean Squared Error) are two different measures of the goodness of fit in statistical models. MAD is calculated as the average absolute difference between actual and predicted values, whereas MSE is calculated as the average of squared differences between actual and predicted values. Therefore, MAD and MSE have different mathematical formulas and cannot be directly related by a simple square root. However, RMSE (Root Mean Squared Error) is calculated as the square root of MSE and is a commonly used measure of the goodness of fit.

MAD Is Equal to the Square Root of MSE