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st: How to compare RMSE of two models

From   "rasool.bux" <>
To   "" <>
Subject   st: How to compare RMSE of two models
Date   Tue, 27 Nov 2012 09:32:06 +0000

Dear Statalist users,

How to statistical compare RMSE of two equations/models in Stata? Kindly let me know which test used for it and how to report it. Same for IQR (95%CIs) reporting as single value i.e. p75 - p25.

bootstrap "regress yvar xvar1" _b rmse1=e(rmse), reps(1000) saving(rmse1)
bootstrap "regress yvar xvar2" _b rmse2=e(rmse), reps(1000) saving(rmse2)

bootstrap iqr_v1=(r(p75)-r(p25)), rep(1000) seed(12345789) nodots saving(iqr_v1,replace): summarize v1, detail

Any reference please.

Rasool Bux


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