Root mean square error (RMSE, ‘rmse’)

AT Abel Torres-Espín
AC Austin Chou
JH J Russell Huie
NK Nikos Kyritsis
PU Pavan S Upadhyayula
AF Adam R Ferguson
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RMSE has also been used as a metric for factor matching (Guadagnoli and Velicer, 1991). It is calculated as the square root of the average squared difference of the loadings of the variables as (4):

where n is the number of variables in both components x and y. A RMSE of 0 determines a perfect matching, and therefore the smaller the RMSE is, the more equivalent the two components x and y are.

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