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I have a data frame which has non-aggregated data and the another dataframe which has the same information as the first one but in an aggregated manner. When I run the regression analysis for both of these models, I expected them to be same. But to my surprise they differed. Can you please explain why this is happening.

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    $\begingroup$ I am surprised that you are surprised! $\endgroup$ Oct 23, 2016 at 18:21
  • $\begingroup$ Without knowing how they differed it is almost impossible for anyone to clarify what is going on here. $\endgroup$
    – mdewey
    Oct 23, 2016 at 21:02

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If aggregation means that you are combining data originating from several groups together, you might be experiencing what is sometimes called Simpson's Paradox: https://en.wikipedia.org/wiki/Simpson%27s_paradox

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