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

Michael C. Herron and Kenneth W. Shotts

Political Analysis, 2003, vol. 11, issue 1, 44-64

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.

Date: 2003
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