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improper - an R package for improper linear models

Fork from twolodszko/improper because the predict methods of the original were broken and the package was not avtively developed anymore.

To install the package: devtools::install_github("tkasci/improper")

What you can do with this package:

  • estimate improper linear models
  • estimate improper GLMs, which includes all families the default glm() supports

For details, see the package documentation.

References

Dana, J., & Dawes, R. M. (2004). The Superiority of Simple Alternatives to Regression for Social Science Predictions. Journal of Educational and Behavioral Statistics, 29(3), 317–331. https://doi.org/10.3102/10769986029003317

Dawes, R. M. (1979). The Robust Beauty of Improper Linear Models in Decision Making. American Psychologist, 34(7), 571–582.

Graefe, A. (2015). Improving forecasts using equally weighted predictors. Journal of Business Research, 68(8), 1792–1799. https://doi.org/10.1016/j.jbusres.2015.03.038

Lichtenberg, J. M., & Simsek, Ö. (2016). Simple Regression Models. Proceedings of Machine Learning Research, 58, 13–25.

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