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Compute Mean Square Error on test data set

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Compute Mean Square Error on test data set

I split my data into training/validation/test. I use PROC ADAPTIVEREG and i want to compute Mean Square Error on test data

This is my code :

proc adaptivereg data=test_data;
class job;
model money = age  job / dist=gamma link=log ;
run;

how can I compute Mean Square Error on this data?

 


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‎04-19-2017 03:02 AM
Super User
Posts: 17,819

Re: Compute Mean Square Error on test data set

Use the SCORE statement to score the test data with the model and then use the output provided to calculate the Mean Square Error.

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‎04-19-2017 03:02 AM
Super User
Posts: 17,819

Re: Compute Mean Square Error on test data set

Use the SCORE statement to score the test data with the model and then use the output provided to calculate the Mean Square Error.

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