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all models are wrong : ウィキペディア英語版
all models are wrong
"All models are wrong" is a common aphorism in statistics. It is generally attributed to the statistician George Box.
==Quotations of George Box==
The first record of Box saying "all models are wrong" is in a 1976 paper published in the ''Journal of the American Statistical Association''.〔.〕 The paragraph containing the aphorism is below.
Since all models are wrong the scientist cannot obtain a "correct" one by excessive elaboration. On the contrary following William of Occam he should seek an economical description of natural phenomena. Just as the ability to devise simple but evocative models is the signature of the great scientist so overelaboration and overparameterization is often the mark of mediocrity.

Box repeated the aphorism in a paper that was published in the proceedings of a 1978 statistics workshop.〔.〕 The paper contains a section entitled "All models are wrong but some are useful". The section is copied below.
Now it would be very remarkable if any system existing in the real world could be exactly represented by any simple model. However, cunningly chosen parsimonious models often do provide remarkably useful approximations. For example, the law 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.
For such a model there is no need to ask the question
"Is the model true?". If "truth" is to be the "whole truth"
the answer must be "No". The only question of interest is
"Is the model illuminating and useful?".

Box repeated the aphorism twice more in his 1987 book, ''Empirical Model-Building and Response Surfaces'' (which was co-authored with Norman Draper).〔.〕 The first repetition is on p.74: "Remember that all models are wrong; the practical question is how wrong do they have to be to not be useful." The second repetition is on p.424: "Essentially, all models are wrong, but some are useful".
Box's widely-cited book ''Statistics for Experimenters'' (co-authored with William Hunter) does not include the aphorism in its first edition (published in 1978).〔.〕 The second edition (published in 2005; co-authored with William Hunter and his son Stuart Hunter) includes the aphorism three times: on p.208, p.384, and p.440.〔.〕 On p.440, the relevant sentence is this: "The most that can be expected from any model is that it can supply a useful approximation to reality: All models are wrong; some models are useful".

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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