In this thesis the concept of ‘the econometric attitude’ is developed. This is an attitude an econometrician necessarily takes on when practicing econometrics. Through this attitude individuals are reduced to data. This implies that the econometric attitude does not allow for singularity and radical alterity. Because Levinas stressed the importance of singularity and radical alterity in relation to ethics, the econometric attitude is reflected upon from a Levinasian perspective. We find that econometrics is inherently incompatible with Levinas’ ethics, because the econometric attitude does not allow a Face-to-Face encounter. However, the feeling of responsibility can be installed in the econometrician by forcing a real-life dialogue with one of the to-be-studied individuals or by making him perform a performative speech act in the form of an oath. Although a complete Levinasian econometrics is impossible, these two methods are a step towards a more Levinasian econometrics.