The Loss in Efficiency from Using Grouped Data

Peter Gottschalk and Kathleen Lang
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Kathleen Lang: Boston College

No 289., Boston College Working Papers in Economics from Boston College Department of Economics

Abstract: We derive the efficiency loss from using grouped data to estimate coefficients of variables that vary across groups but not individuals within a group (e.g., state unemployment rates) when micro data are unavailable on the dependent variable. We present an empirical example of our theoretical results, and show that the efficiency loss in this application is small.

Keywords: grouped data; relative efficiency (search for similar items in EconPapers)
JEL-codes: C10 (search for similar items in EconPapers)
Pages: 9 pages
Date: 1995-06
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Published in Computational Economics, 9:4, 355-361.

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocoec:289

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