Can groups be rational agents over and above their individual members? We argue that group agents are distinguished by their capacity to mimic the way in which individual agents act and that this capacity must “supervene” on the group members' contributions. But what is the nature of this supervenience relation? Focusing on group judgments, we argue that, for a group to be rational, its judgment on a particular proposition cannot generally be a function of the members' individual judgments on that proposition. Rather, it must be a function of their individual sets of judgments across many propositions. So knowing what the group members individually think about some proposition does not generally tell us how the group collectively adjudicates that proposition: the supervenience relation must be “setwise,” not “proposition‐wise.” Our account preserves the individualistic view that group agency is nothing mysterious but also suggests that a group agent may hold judgments that are not directly continuous with its members' corresponding individual judgments.