example on aggregation (#746)

Author: s3alfisc

docs/regression_decomposition.ipynb

@@ -1614,7 +1614,14 @@
     "\n",
     "    $$\n",
     "        \\hat{\\delta}_{k} = \\hat{\\Gamma}_{k} \\hat{\\beta}_{2,k}.\n",
-    "    $$\n"
+    "    $$\n",
+    "\n",
+    "\n",
+    "After having obtained $\\delta_{k}$ for each auxiliary variable $k$, we can easily aggregate multiple variables into a single groups of interest. For example, if $X_{2}$ contains a set of dummies from industry fixed effects, we could compute the explained part of \"industry\" by summing over all the dummies: \n",
+    "\n",
+    "$$\n",
+    "        \\hat{\\delta}_{\\textit{industry}} = \\sum_{k \\in \\textit{industry dummies}} \\hat{\\Gamma}_{k} \\hat{\\beta}_{2,k}\n",
+    "$$"
    ]
   },
   {