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

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  • Herron, Michael C.
  • Shotts, Kenneth W.

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.

Suggested Citation

  • Herron, Michael C. & Shotts, Kenneth W., 2003. "Using Ecological Inference Point Estimates as Dependent Variables in Second-Stage Linear Regressions," Political Analysis, Cambridge University Press, vol. 11(1), pages 44-64, January.
    • Handle: RePEc:cup:polals:v:11:y:2003:i:01:p:44-64_01
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    Cited by:

    1. Carolina Plescia & Lorenzo De Sio, 2018. "An evaluation of the performance and suitability of R × C methods for ecological inference with known true values," Quality & Quantity: International Journal of Methodology, Springer, vol. 52(2), pages 669-683, March.
    2. Luana Russo, 2014. "Estimating floating voters: a comparison between the ecological inference and the survey methods," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1667-1683, May.

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