Regression Illusions


J. Scott Armstrong solicits comments on potential illusions in regression analysis

 ARC: Connections: ELMAR: Posting

A special section on illusions in regression analysis will appear in the International Journal of Forecasting in 2012. It is centered around research by Emre Soyer and Robin Hogarth. I attach my overview: Illusions in Regression Analysis. (Should you have any suggestions, I can make changes on the page proofs.)

I have been concerned with this issue for half a century now. There was already a substantial literature on the topic by the 1960s and much has been done since then. Unfortunately, this body of research is often ignored in practice. I expect that many of you will be surprised by the findings.


-J. Scott Armstrong
Wharton School
JMHH 747
U. of Pennsylvania, Phila., PA 19104
Home Phone 610-622-6480
homepage: http//