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Using Ecological Inference Point Estimates as Dependent Variables in Second-Stage Linear Regressions

Published online by Cambridge University Press:  04 January 2017

Michael C. Herron  and
Kenneth W. Shotts
Michael C. Herron
Affiliation:
Department of Political Science, Northwestern University, Scott Hall, 601 University Place, Evanston, IL 60208-1006. e-mail: m-herron@northwestern.edu
Kenneth W. Shotts
Affiliation:
Department of Political Science, Northwestern University, Scott Hall, 601 University Place, Evanston, IL 60208-1006. e-mail: k-shotts@northwestern.edu
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Abstract

The practice of using point estimates produced by the King ecological inference technique as dependent variables in second-stage linear regressions leads to second-stage results that, in general, are inconsistent. This conclusion holds even when all assumptions behind King's ecological technique are satisfied. Second-stage inconsistency is a consequence of the fact that King-based point estimates of disaggregated quantities contain errors correlated with the true quantities the estimates measure. Our findings on second-stage inconsistency, as well as a fix that we propose, follow from econometric theory in conjunction with an analysis of simulated and real ecological data sets.

Type
Using EI in Second-Stage Regressions
Information
Political Analysis , Volume 11 , Issue 1 , Winter 2003 , pp. 44 - 64
Copyright
Copyright © Political Methodology Section of the American Political Science Association 2003 

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