Computing regression statistics from grouped data

Research output: Journal contributionsJournal articlesResearchpeer-review

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.

Original languageEnglish
JournalJournal of Economic and Social Measurement
Volume39
Issue number4
Pages (from-to)283-303
Number of pages21
ISSN0747-9662
DOIs
Publication statusPublished - 2015

    Research areas

  • Economics - Data confidentiality, grouped data, instrumental variables, nonlinear least Squares, ordinary least squares

DOI

Recently viewed

Publications

  1. Simulation based optimization of lot sizes for opposing logistic objectives
  2. Appendix A: Design, implementation, and analysis of the iGOES project
  3. Digging into the roots
  4. A PD regulator to minimize noise effect using a minimal variance method for soft landing control of an electromagnetic valve actuator
  5. Biodiversity-multifunctionality relationships depend on identity and number of measured functions
  6. Methodological support for the selection of simplified equations of state for modeling technical fluids
  7. A data-driven methodological routine to identify key indicators for social-ecological system archetype mapping
  8. Masked autoencoder for multiagent trajectories
  9. Comparison of three methods of length compensation in a parallel kinematic and their equivalence conditions
  10. Market and network corruption
  11. Coping with concept drift in a virtual metrology application to predict part quality in micro gear manufacturing
  12. Databases as citadels in the web 2.0
  13. Why the measurement of species diversity requires prior value judgements
  14. Emotional reactivity and interoceptive sensitivity
  15. The educational benefits of technological competence
  16. Symmetry in Spatial Perspective Tasks
  17. The parrot knew everything
  18. Integrative inspection methodology for enhanced PCB remanufacturing using artificial intelligence
  19. Adaptive acquisition planning for visual inspection in remanufacturing using reinforcement learning
  20. Putting a premium on music
  21. If You Have a Hammer, You Only Look for Nails
  22. The hidden hand that shapes conceptual understanding: Choosing effective representations for teaching cell division and climate change
  23. Effort and Success as Predictors of Passion
  24. A robust cascade sliding mode control for a hybrid piezo-hydraulic actuator in camless internal combustion engines
  25. Software-Unterstützung für Routine im betrieblichen Umweltschutz
  26. Robust Current Decoupling in a Permanent Magnet Motor Combining a Geometric Method and SMC
  27. Robust Maneuver Planning With Scalable Prediction Horizons
  28. Identification of multi-fault in rotor-bearing system using spectral kurtosis and EEMD
  29. Patterns of ecosystem services supply across farm properties: Implications for ecosystem services-based policy incentives
  30. The Hanoverian Supply Chain Model: modelling the impact of production planning and control on a supply chain's logistic objectives
  31. Das 6-Punkte-Programm für besseres Reiten
  32. Early semantic activation in picture processing
  33. The Good have a Website
  34. "Zwei-Kämpfen" von Anfang an