A Decision-Theoretic Approach to the Aggregation Problem at the Pre-Data-Collection Stage
数据收集前聚合问题的决策理论方法
We present a decision-theoretic approach to finding optimal aggregation schemes when the aggregation is made at the pre-data-collection stage. A criterion is presented for the optimal aggregation of variables, its properties are analyzed, and it is compared with other criteria in the literature for good aggregation. In the course of determining this criterion, we derive endogenously the disaggregation procedure by which inferences about disaggregated data are made from…