Proxy (statistics)

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In statistics, a proxy variable is something that is probably not in itself of any great interest, but from which a variable of interest can be obtained. In order for this to be the case, the proxy variable must have a close correlation, not necessarily linear or positive, with the inferred value.

1 Examples
2 See Also
3 References
4 See also

[edit] Examples

Per-capita GDP is often used as a proxy for measures of standard of living or quality of life.

When performing social collections, the gender of the respondent is an important variable. As gender commonly dictates how one responds. Most general collections, therefore, collect data on the respondent's sex and age, and that is used as a proxy for gender. In most general collections, the proportion of transsexual and transgendered individuals is low, making the correlation reasonably good.

Likewise, country of origin or birthplace might be used as a proxy for race.

[edit] See Also

Instrumental variable

[edit] References

Trenkler, Götz; Peter Stahlecker (1996). "Dropping variables versus use of proxy variables in linear regression". Journal of Statistical Planning and Inference 50 (1): 65–75. NORTH-HOLLAND. doi:10.1016/0378-3758(95)00045-3.