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Information Asymmetry Measures (view source)
Revision as of 15:01, 26 July 2012
, 15:01, 26 July 2012→Idiosyncratic Variability
This is equivalent to the RMSE as:
<math>\mathbb{E}(\epsilon) = 0 \quad \mathbb{V}(\epsilon)= \mathbb{E} \left( (R-\hat{R} ) - (\alpha-\hat{\alpha}) - (\beta - \hat{\beta})R_m \right)^2 = RMSE^2</math>
Data:
