Solved – the relationship between the mean squared error and the residual sum of squares function

mseresiduals

Looking at the Wikipedia definitions of:

It looks to me that

$$\text{MSE} = \frac{1}{N} \text{RSS} = \frac{1}{N} \sum (f_i -y_i)^2$$

where $N$ is he number of samples and $f_i$ is our estimation of $y_i$.

However, none of the Wikipedia articles mention this relationship. Why? Am I missing something?

Best Answer

Actually it's mentioned in the Regression section of Mean squared error in Wikipedia:

In regression analysis, the term mean squared error is sometimes used to refer to the unbiased estimate of error variance: the residual sum of squares divided by the number of degrees of freedom.

You can also find some informations here: Errors and residuals in statistics It says the expression mean squared error may have different meanings in different cases, which is tricky sometimes.