Abstract
Statistical results based on aggregate data are, in part, artifacts of discre tionary research activity. In demonstrating this, the author examines the rela tionships between theoretical constructs and empirical concepts and between empirical concepts and statistical proxies, as well as the sensitivity of statistical results to the selection of control variables, the structure of the explanatory model (single v. multiple equation systems), and the mode of esti mation (ordinary least squares v. a simultaneous equation estimation tech nique). Further, aggregation can produce heteroskedastic disturbances, heter oskedasticity produces biased statistical results, and there is no general pro cedure for eliminating aggregation bias. Improper correction for bias can pro duce misleading results. The author proposes that, since empirical research is far from pure, it behooves empiricists to develop a formal metastatistical methodology.
Get full access to this article
View all access options for this article.
