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1082 andrew gelman stats-2011-12-25-Further evidence of a longstanding principle of statistics


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Introduction: The principle is, Whatever you do, somebody in psychometrics already did it long before. The new evidence comes from an article by Lawrence Hubert and Howard Wainer: There are several issues with the use of ecological correlations: They tend to be a lot higher than individual-level correlations, and assuming what is seen at the group level also holds at the level of the individual is so pernicious, it has been labeled the “ecological fallacy” by Selvin (1958). The term ecological correlation was popularized from a 1950 article by William Robinson (Robinson, 1950), but the idea has been around for some time (e.g., see the 1939 article by E. L. Thorndike, On the Fallacy of Imputing Correlations Found for Groups to the Individuals or Smaller Groups Composing Them).


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