Jump to content

Proper linear model

From Wikipedia, the free encyclopedia
This is the current revision of this page, as edited by Citation bot (talk | contribs) at 18:02, 25 October 2023 (Removed proxy/dead URL that duplicated identifier. | Use this bot. Report bugs. | #UCB_CommandLine). The present address (URL) is a permanent link to this version.
(diff) ← Previous revision | Latest revision (diff) | Newer revision → (diff)

In statistics, a proper linear model is a linear regression model in which the weights given to the predictor variables are chosen in such a way as to optimize the relationship between the prediction and the criterion. Simple regression analysis is the most common example of a proper linear model. Unit-weighted regression is the most common example of an improper linear model.

Bibliography

[edit]
  • Dawes, R. M. (1979). "The robust beauty of improper linear models in decision making". American Psychologist. 34 (7): 571–582. doi:10.1037/0003-066X.34.7.571. S2CID 14428212.