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

Thomas Garrett

No 2002-024, Working Papers from Federal Reserve Bank of St. Louis

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 (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (5)

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DOI: 10.20955/wp.2002.024

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