The ecological fallacy is a common and little understood error in the interpretation of statistical data wherein inferences about individuals are based on the aggregate of the group from which they belong. The paper overviews the importance of avoiding the error and illustrates the ease with which mistakes in inference can be made by examining a paper presented at the last ANZMAC conference, and by demonstrating with artificial data representing Hofstede's cultural dimensions. It concludes with an appeal for caution when considering the combination of aggregate data with our surveys of individuals.