Identification and Semiparametric Estimation of Conditional Means from Aggregate Data

Cory McCartan and Shiro Kuriwaki

Papers from arXiv.org

Abstract: We introduce a new method for estimating the mean of an outcome variable within groups when researchers only observe the average of the outcome and group indicators across a set of aggregation units, such as geographical areas. Existing methods for this problem, also known as ecological inference, implicitly make strong assumptions about the aggregation process. We first formalize weaker conditions for identification, which motivates estimators that can efficiently control for many covariates. We propose a debiased machine learning estimator that is based on nuisance functions restricted to a partially linear form. Our estimator also admits a semiparametric sensitivity analysis for violations of the key identifying assumption, as well as asymptotically valid confidence intervals for local, unit-level estimates under additional assumptions. Simulations and validation on real-world data where ground truth is available demonstrate the advantages of our approach over existing methods. Open-source software is available which implements the proposed methods.

Date: 2025-09
References: Add references at CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2509.20194 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2509.20194

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().