A basic question about the comparison of RMSE value and parameter estimate. I got the point that RMSE value and parameter estimate are not correlated to each other and that a parameter estimate smaller in value than the RMSE value can still be significant for the model.

But still, I am wondering if we can consider a parameter with a parameter estimate value (let's say 2) lower than the RMSE (let's say 2.5) ?

Could we conclude that a parameter estimate lower than the RMSE value is a negligible effect on response ?

I think my confusion starts with the fact that I consider these two values as being a part of the same dimensionality (the response dimensionality - Y)... So, I consider these two values as to be comparable.

Many thanks,

Huge