Estimation and Inference in an Ecological Inference Model

Fan Yanqin, Sherman Robert and Matthew Shum ()
Additional contact information
Fan Yanqin: Department of Economics, University of Washington, Box 353330, Seattle, WA 98195, USA
Sherman Robert: Caltech, HSS, 1200 East California Blvd., Pasadena, CA 91125, USA

Journal of Econometric Methods, 2016, vol. 5, issue 1, 17-48

Abstract: We interpret an ecological inference model as a treatment effects model in which the outcomes of interest and the conditional covariates come from separate datasets. In this setting, the counterfactual distributions and policy parameters of interest are only partially identified under a selection on observables assumption. In this paper, we provide estimation and inference procedures for structural prediction and counterfactual analysis in such models. We also illustrate the procedures with an application to US presidential elections.

Keywords: Copula; ecological inference; partial identification; treatment effects (search for similar items in EconPapers)
JEL-codes: C14 C31 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (8)

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DOI: 10.1515/jem-2015-0006

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