You don't give much detail about the type of problem you are working on but the following may be of general help. Think about what information will be lost when aggregating your data. For example, say you are summarizing some measure (e.g. blood pressure) for groups of people. The summary value will not contain any information about the effect of sex, age, social status, time of day, etc. So, you must either accept to loose that information or test that it is unrelated to blood pressure, at least, within your groups. You may test for the presence of such effects prior to aggregation with an analysis of variance, of which there are several flavours available in SAS, i.e. PROC GLM, PROC MIXED, PROC GENMOD and many others. PG
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