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I would like to fit a regression-like model where I have all the predictor-variables on the individual level, but my target value only on some aggregate-level. So for many groups of individuals, I have the summed up target-value but not the individual target.

I could imagine to change OLS a bit and use a function like this: (function)

But I I wanted to ask, if there are better approaches or if there are libraries (preferably in python) for this kind of OLS.

Thank you in advance!

Ps: I asked a similar question and earned a tumbleweed-badge. So I wasn't sure, whether to post this as a new question or edit the old one...

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  • $\begingroup$ You guessed correctly: the preferred approach is to edit the original, so that there is no need to post duplicate answers. $\endgroup$
    – whuber ♦
    Commented Jul 25, 2017 at 13:15

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Okay, I found out that what I was looking for is called a hierarchical linear models (see wikipedia). Just dropping that here, in case someone else encounters a similar problem.

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