‘All models are wrong‘ is a common aphorism in statistics; it is often expanded as ‘All models are wrong, but some are useful.’ It is usually considered to be applicable to not only statistical models, but to scientific models generally. The aphorism recognizes that statistical or scientific models always fall short of the complexities of reality but can still be of use.
The aphorism is generally attributed to the statistician George Box, although the underlying concept predates Box’s writings. He offered the ‘ideal gas law’ as an example: ‘PV = RT relating pressure P, volume V and temperature T of an ‘ideal’ gas via a constant R is not exactly true for any real gas, but it frequently provides a useful approximation and furthermore its structure is informative since it springs from a physical view of the behavior of gas molecules.’
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December 8, 2020