Working Paper
Aggregated vs. disaggregated data in regression analysis: implications for inference
Abstract: 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.
Keywords: Econometrics; Regression analysis;
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Bibliographic Information
Provider: Federal Reserve Bank of St. Louis
Part of Series: Working Papers
Publication Date: 2002
Number: 2002-024