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.
Likewise, country of origin or birthplace might be used as a proxy for race, or vice versa.
- Upton, G., Cook,I. (2002) Oxford Dictionary of Statistics. OUP ISBN 978-0-19-954145-4
- Toutenburg, Helge; Götz Trenkler (1992). "Proxy variables and mean square error dominance in linear regression". Journal of Quantitative Economics 8: 433–442.
- Stahlecker, Peter; Götz Trenkler (1993). "Some further results on the use of proxy variables in prediction". The Review of Economics and Statistics (The MIT Press) 75 (4): 707–711. doi:10.2307/2110026. JSTOR 2110026.
- Trenkler, Götz; Peter Stahlecker (1996). "Dropping variables versus use of proxy variables in linear regression". Journal of Statistical Planning and Inference (NORTH-HOLLAND) 50 (1): 65–75. doi:10.1016/0378-3758(95)00045-3.
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