topic Re: How to calculate mean error(ME) in sas in Statistical Procedures

How to calculate mean error(ME) in sas

Cecillia_Mao — Wed, 02 Dec 2020 15:12:28 GMT

Hi everyone, does anyone know how to calculate mean error(ME) in SAS. I checked the proc means, its statistical list does not contain ME. So I'm wondering are there any procedures that can calculate ME directly? Thanks for any hints.

Re: How to calculate mean error(ME) in sas

PaigeMiller — Wed, 02 Dec 2020 15:26:42 GMT

In a data step, compute the value of y minus y-hat. Then in PROC MEANS or PROC SUMMARY, compute the mean of this difference.

If that's not what you are looking for, then a few more details would help. What is meant in the formula by y-hat? Does it have to do with predicting (the word "prediction" appears) from a model? If so, what type of model (and what SAS PROC) creates this model? What are the variable names in your SAS data set?

Re: How to calculate mean error(ME) in sas

ballardw — Wed, 02 Dec 2020 15:33:00 GMT

If y sub i is an individual value and the y hat is the predicted then you are looking at residuals and that looks like the mean of residuals. If so, then you run a regression and get the residuals in the output. Then take the mean of the residual.

Re: How to calculate mean error(ME) in sas

PaigeMiller — Wed, 02 Dec 2020 15:35:20 GMT

@ballardw wrote:

If y sub i is an individual value and the y hat is the predicted then you are looking at residuals and that looks like the mean of residuals. If so, then you run a regression and get the residuals in the output. Then take the mean of the residual.

Which is zero for many types of models. No need to compute it (if this comes from one of those types of models)

Re: How to calculate mean error(ME) in sas

Reeza — Wed, 02 Dec 2020 15:38:31 GMT

For the Mean error you need an observed/recorded value minus the predicted value, which comes from a model.

If you only have a single value, the typical estimate ends up being the mean, so then your formula changes to

1/n*sum(observed - mean(x))

which has a value of 0 always. I'll leave the algebra as an exercise for you, or for you to google at least 😉

Unless you have a modeled value, this is a 'trick' question. This is why the mean squared error or the mean absolute error measures are used instead.

@Cecillia_Mao wrote:

Hi everyone, does anyone know how to calculate mean error(ME) in SAS. I checked the proc means, its statistical list does not contain ME. So I'm wondering are there any procedures that can calculate ME directly? Thanks for any hints.

Re: How to calculate mean error(ME) in sas

ballardw — Wed, 02 Dec 2020 16:01:30 GMT

@PaigeMiller wrote:

@ballardw wrote:

If y sub i is an individual value and the y hat is the predicted then you are looking at residuals and that looks like the mean of residuals. If so, then you run a regression and get the residuals in the output. Then take the mean of the residual.

Which is zero for many types of models. No need to compute it (if this comes from one of those types of models)

Yep. Which is partially why I was asking what the y values in the formula represent.

Re: How to calculate mean error(ME) in sas

Ksharp — Thu, 03 Dec 2020 13:00:58 GMT

If you have two columns Y and Y_Hat:

proc sql;
select mean(Y-Y_Hat) from have;
quit;

Re: How to calculate mean error(ME) in sas

Cecillia_Mao — Sun, 06 Dec 2020 14:08:42 GMT

Thank you Ballardw, I'm sorry for the late reply. I was confused with the following two staitistics: "mean error" and "mean deviation" mean deviation,which is sum(X-X̄)/n. Thanks for clarification.

Re: How to calculate mean error(ME) in sas

Cecillia_Mao — Sun, 06 Dec 2020 14:23:18 GMT

Thank you so much Reeza. That totally make sense why mean squared error or the mean absolute error measures are used more often. I was supposed to ask how to calculate mean deviation. Unlike to standard deviation, I believe meand deviation can't be calculated using proc means options directly.

Re: How to calculate mean error(ME) in sas

Cecillia_Mao — Sun, 06 Dec 2020 14:24:49 GMT

Thanks a lot! I really appreciate it! Sometimes, if there is no available options, we do need to calculated step by steps.