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Computing regression statistics from grouped data

Author

Listed:
  • Schwiebert, Jörg

    (Leuphana University of Lüneburg)

Abstract

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.

Suggested Citation

  • Schwiebert, Jörg, 2014. "Computing regression statistics from grouped data," Journal of Economic and Social Measurement, IOS Press, issue 4, pages 283-303.
    • Handle: RePEc:ris:iosjes:0024
    as

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    More about this item

    Keywords

    Data confidentiality; grouped data; instrumental variables; nonlinear least Squares; ordinary least squares;
    All these keywords.

    JEL classification:

    • A13 - General Economics and Teaching - - General Economics - - - Relation of Economics to Social Values

    Statistics

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