Proper linear models are those in which predictor variables are given weights such that the resulting linear composite optimally predicts some criterion of interest; examples of proper linear models are standard regression analysis, discriminant function analysis, and ridge regression analysis. Research summarized in P. Meehl's book on clinical vs statistical prediction and research stimulated in part by that book indicate that when a numerical criterion variable is to be predicted from numerical predictor variables, proper linear models outperform clinical intuition. Improper (...) linear models are those in which the weights of the predictor variables are obtained by some nonoptimal method. The present article presents evidence that even such improper linear models are superior to clinical intuition when predicting a numerical criterion from numerical predictors. In fact, unit weighting is quite robust for making such predictions. The application of unit weights to decide what bullet the Denver Police Department should use is described; some technical, psychological, and ethical resistances to using linear models in making social decisions are considered; and arguments that could weaken these resistances are presented. (shrink)

Traditional analyses of the curve fitting problem maintain that the data do not indicate what form the fitted curve should take. Rather, this issue is said to be settled by prior probabilities, by simplicity, or by a background theory. In this paper, we describe a result due to Akaike [1973], which shows how the data can underwrite an inference concerning the curve's form based on an estimate of how predictively accurate it will be. We argue that this approach throws light (...) on the theoretical virtues of parsimoniousness, unification, and non ad hocness, on the dispute about Bayesianism, and on empiricism and scientific realism. * Both of us gratefully acknowledge support from the Graduate School at the University of Wisconsin-Madison, and NSF grant DIR-8822278 (M.F.) and NSF grant SBE-9212294 (E.S.). Special thanks go to A. W. F. Edwards.William Harper. Martin Leckey. Brian Skyrms, and especially Peter Turney for helpful comments on an earlier draft. (shrink)

This book offers a philosophy for error-prone humans trying to understand messy systems in the real world.