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 ⇤ ← Revision 8 as of 2011-03-21 12:27:42 → Size: 909 Editor: PeterWatson Comment: ← Revision 9 as of 2011-03-21 12:29:06 → ⇥ Size: 926 Editor: PeterWatson Comment: Deletions are marked like this. Additions are marked like this. Line 1: Line 1: = How do I compute Mean Square Error (MSE)? = = How do I compute Mean Square Error (MSE) in EXCEL or SPSS? =

# How do I compute Mean Square Error (MSE) in EXCEL or SPSS?

Mean square error or MSE is frequently requested by journals as a companion statistic for ANOVA and, especially, t-tests. MSE is the average intra-group variance. MSE is outputted in ANOVA tables but can be computed using a weighted average of the group variances.

Fo G groups with the i-th an SD, $$SD_text{i}$$ and sample size $$N_text{i}$$,

MSE = $$\frac{\sum_text{i} (N_text{i}-1) SD_text{i}^text{2}}{(\sum_text{i}N_text{i})-G }$$

which equals $$\frac{\sum_text{i} SD_text{i}^text{2}}{G}$$ in the special case of equal group sizes.

In EXCEL, suppose we have two groups (A and B ) in cells A1:A100 and B1:B100 respectively, MSE can then be computed using

MSE =(SQRT(((COUNT(A1:A100)-1)+(COUNT(B1:B100)-1)))*(AVERAGE(A1:A100)-AVERAGE(B1:B100)))/(SQRT((COUNT(A1:A100)-1)*POWER(STDEV(A1:A100),2)+(COUNT(B1:B100)-1)*POWER(STDEV(B1:B100),2)))

None: FAQ/mse (last edited 2018-03-12 11:11:06 by PeterWatson)