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Logical Inconsistency in EI‐Based Second‐Stage Regressions

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  • Michael C. Herron
  • Kenneth W. Shotts

Abstract

The statistical procedure EI–R, in which point estimates produced by the King (1997) ecological inference technique are used as dependent variables in a linear regression, can be logically inconsistent insofar as the assumptions necessary to support EI–R's first stage (ecological inference via King's technique) can be incompatible with the assumptions supporting its second stage (linear regression). In light of this problem, we develop a specification test for logical consistency of EI–R and describe options available to a researcher who confronts test rejection. We then apply our test to the implementation of EI–R in Burden and Kimball's (1998) study of ticket splitting and find that this implementation is logically inconsistent. In correcting for this problem we show that Burden and Kimball's substantive results are artifacts of a self‐contradictory statistical technique.

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  • Michael C. Herron & Kenneth W. Shotts, 2004. "Logical Inconsistency in EI‐Based Second‐Stage Regressions," American Journal of Political Science, John Wiley & Sons, vol. 48(1), pages 172-183, January.
    • Handle: RePEc:wly:amposc:v:48:y:2004:i:1:p:172-183
    DOI: 10.1111/j.0092-5853.2004.00063.x
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    1. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.

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