This text aims to provide a solution to the ecological inference problem, which has plagued users of statistical methods for over 75 years: How can researchers reliably infer individual-level behaviour from aggregate (ecological) data? In political science, this question arises when individual-level surveys are unavailable (for instance, local or comparative electoral politics), unreliable (racial politics), insufficient (political geography), or infeasible (political history). This ecological inference problem also confronts researchers in numerous areas of major significance in public policy and other academic disciplines, ranging from epidemiology and marketing to sociology and quantitative history. The book begins with a qualitative overview, readable even by those without a statistical background. It then unifies the apparently diverse findings in the methodological literature, so that only one aggregation problem remains to be solved. Finally, the author presents his solution, as well as empirical evaluations of the solution that include over 16,000 comparisons of his estimates from real aggregate data to the known individual-level answer.