Computing regression statistics from grouped data

Publikation: Beiträge in ZeitschriftenZeitschriftenaufsätzeForschungbegutachtet

Authors

This paper considers regression techniques for grouped data. In particular, it is shown how regression statistics obtained from individual level data can be replicated by means of grouped data. Three common regression approaches are considered: ordinary least squares, instrumental variables and nonlinear least squares regression. Also provided is code to implement the grouped-data techniques in the econometric software package Stata. An empirical example illustrates that the grouped-data formulas indeed replicate the statistics obtained from the individual level data. It is also argued why grouped data are important for empirical research.

OriginalspracheEnglisch
ZeitschriftJournal of Economic and Social Measurement
Jahrgang39
Ausgabenummer4
Seiten (von - bis)283-303
Anzahl der Seiten21
ISSN0747-9662
DOIs
PublikationsstatusErschienen - 2015

DOI