Aggregated vs. disaggregated data in regression analysis: implications for inference

This note demonstrates why regression coefficients and their statistical significance differ across degrees of data aggregation. Given the frequent use of aggregated data to explain individual behavior, data aggregation can result in misleading conclusions regarding the economic behavior of individuals.

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Year of publication:	2002
Authors:	Garrett, Thomas A.
Institutions:	Federal Reserve Bank of St. Louis
Subject:	Econometrics \| Regression analysis

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 2002-024
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005360601