The MSE of an estimator X for a parameter theta is defined as E(X - theta)^2, which is equal to Var[X] + (Bias[X])^2, so in that sense, the MSE is already taking the bias of X into account.
Hope this helps, -- Wolfgang Viechtbauer Department of Methodology and Statistics University of Maastricht, The Netherlands http://www.wvbauer.com/ > -----Original Message----- > From: [EMAIL PROTECTED] [mailto:r-help- > [EMAIL PROTECTED] On Behalf Of Amir Safari > Sent: Wednesday, April 05, 2006 5:20 PM > To: [email protected] > Subject: [R] Combination of Bias and MSE ? > > > > Dear R Users, > My question is overall and not necessarily related to R. > Suppose we face to a situation in which MSE( Mean Squared Error) shows > desired results but Bias shows undesired ones, Or in advers. How can we > evaluate the results. And suppose, Both MSE and Bias are important for > us. > The ecact question is that, whether there is any combined measure of two > above metrics. > Thank you so much for any reply. > Amir Safari > > > > > > --------------------------------- > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting- > guide.html ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
