This paper gives the definition about "feign mistake regression coefficient" at first,then points out the primary factors of producing feign mistake regression coefficient,and lastly discusses problem on how to understand the regression forecasting model of containing feign mistake regression coefficient.It is pointed out that we should deal with different case in different ways according to the different reason of producing feign mistake regression coefficient.Under given conditions,the some regression forecasting models of containing feign mistake regression coefficient,exactly correspond to the objective law of the target of study.