proper linear model

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

  • {{Cite journal | last1 = Dawes | first1 = R. M. | title = The robust beauty of improper linear models in decision making | doi = 10.1037/0003-066X.34.7.571 | journal = American Psychologist | volume = 34 | issue = 7 | pages = 571–582 | year = 1979 | s2cid = 14428212 }}

Category:Regression models

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