St. Louis Fed  |   Economic Research  |   EconDISC®  |   FRED®  |   GeoFRED®  |   ALFRED®  |   CASSIDI®  |   FRASER®  |   Liber8™  |   Federal Reserve System Help 
Logo: Economic Research, Federal Reserve Bank of St. Louis
 
Employment  |   Seminars  |   Monetary Aggregates  

Search | View by Year | View by Category | View by Author

"Aggregated vs. Disaggregated Data in Regression Analysis: Implications for Inference"
by Thomas A. Garrett

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.

Full Text - Acrobat PDF (47k)

Notify Me of Updates for:
Category > Applied Econometrics
Author > Thomas A. Garrett


  About | Contact Us | Privacy | Legal Top of Page