All Models Are Right
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Transcript of All Models Are Right
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All Models are Right
... most are useless
Thaddeus Tarpey
Wright State University
George Box's Quote
George Boxs !uote"
All Models are Wrong, some are useful"
This quote is useful ... but wrong.
#ere is an extended $uote"
... The fat that the !olnomial is an a!!roximation does not neessaril detrat from its usefulness
beause all models are approximations. #ssentiall, all models are wrong, but some are useful.
$owe%er, the a!!roximate nature of the model must alwas be borne in mind."
From the book: Empirical Model-Building and Response Surfaces (1!"# p $%$ b' Box and
raper)
Models are Approximations %an approximations &e wrong'
& ()*+ *his is +R,.& ()*+ is not wrong
Stay (ositive
When teahing, wh fous on the negati%e as!et of Box's quote)
- lass, toda / will introdue regression models. -h, and b the wa, all these models arewrong."
)nstead"
- lass, toda we will introdue regression models whih an be %er useful a!!roximations to
the truth."
*alla+y o, Rei,i+ation
0alla of 1eifiation) When an abstration 2the model3 is treated as if it were a real onrete entit. The falla of reifiation is ommitted o%er and o%er, e%en b statistiians, who belie%e a !artiular
model re!resents the truth ... instead of an a!!roximation. The model is not wrong but treating the model as the absolute truth 2i.e. reifiation3 is wrong.
A -ress A suit A Model
/f a dress or suit fits niel, it is useful.../f the model fits the data niel, it an be a useful a!!roximation to the truth.
/oes this model make me look fat0
/o dear
), we /ust twea0 the language a &it
)n the simple linear regression model
Saying"
Assume 4 is normal" is almost alwas wrong.
Saying"
Assume 4 is a!!roximatel normal" will often be aurate.
A !uote
(aul 1elleman writes"
A model for data, no matter how elegant or orretl deri%ed, must be disarded or re%ised if it
does not fit the data or when new or better data are found and it fails to fi them."
mailto:[email protected]:[email protected] -
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From 2*ruth# amn *ruth# and Statistics in the 3ournal of Statistical Education# %44!)
1ellemans $uote is use,ul ... &ut not always
5ewton's 6nd 7aw of Motion 0 ma hasn't been disarded...
... e%en though it has been re%ised due to#instein's s!eial theor of relati%it
0 ma is still a useful a!!roximation...aslong as ou don't go too fast.
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