An ecological fallacy (also ecological inference fallacy or population fallacy) is a formal fallacy in the interpretation of statistical data that occurs when inferences about the nature of individuals are deduced from inferences about the group to which those individuals belong. "Ecological fallacy" is a term that is sometimes used to describe the fallacy of division, which is not a statistical fallacy. The four common statistical ecological fallacies are: confusion between ecological correlations and individual correlations, confusion between group average and total average, Simpson's paradox, and confusion between higher average and higher likelihood. From a statistical point of view, these ideas can be unified by specifying proper statistical models to make formal inferences, using aggregate data to make unobserved relationships in individual level data.

An example of ecological fallacy is the assumption that a population mean has a simple interpretation when considering likelihoods for an individual.

For instance, if the mean score of a group is larger than zero, this does not imply that a random individual of that group is more likely to have a positive score than a negative one (as long as there are more negative scores than positive scores an individual is more likely to have a negative score). Similarly, if a particular group of people is measured to have a lower mean IQ than the general population, it is an error to conclude that a randomly-selected member of the group is more likely than not to have a lower IQ than the mean IQ of the general population; it is also not necessarily the case that a randomly selected member of the group is more likely than not to have a lower IQ than a randomly-selected member of the general population. Mathematically, this comes from the fact that a distribution can have a positive mean but a negative median. This property is linked to the skewness of the distribution.

Consider the following numerical example:

Research dating back to Émile Durkheim suggests that predominantly Protestant localities have higher suicide rates than predominantly Catholic localities. According to Freedman, the idea that Durkheim's findings link, at an individual level, a person's religion to their suicide risk is an example of the ecological fallacy. A group-level relationship does not automatically characterize the relationship at the level of the individual.

Similarly, even if at the individual level, wealth is positively correlated to tendency to vote Republican in the United States, we observe that wealthier states tend to vote Democratic. For example, in the 2004 United States presidential election, the Republican candidate, George W. Bush, won the fifteen poorest states, and the Democratic candidate, John Kerry, won 9 of the 11 wealthiest states in the Electoral College. Yet 62% of voters with annual incomes over $200,000 voted for Bush, but only 36% of voters with annual incomes of $15,000 or less voted for Bush. Aggregate-level correlation will differ from individual-level correlation if voting preferences are affected by the total wealth of the state even after controlling for individual wealth. The true driving factor in voting preference could be self-perceived relative wealth; perhaps those who see themselves as better off than their neighbours are more likely to vote Republican. In this case, an individual would be more likely to vote Republican if they became wealthier, but they would be more likely to vote for a Democrat if their neighbor's wealth increased (resulting in a wealthier state).

However, the observed difference in voting habits based on state- and individual-level wealth could also be explained by the common confusion between higher averages and higher likelihoods as discussed above. States may not be wealthier because they contain more wealthy people (i.e., more people with annual incomes over $200,000), but rather because they contain a small number of super-rich individuals; the ecological fallacy then results from incorrectly assuming that individuals in wealthier states are more likely to be wealthy.

Many examples of ecological fallacies can be found in studies of social networks, which often combine analysis and implications from different levels. This has been illustrated in an academic paper on networks of farmers in Sumatra.