Computing regression statistics from grouped data

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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

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