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Political Analysis, 11:1
© 2003 by the Society for Political Methodology

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

Michael C. Herron and Kenneth W. Shotts

Department of Political Science, Northwestern University, Scott Hall, 601 University Place, Evanston, IL 60208-1006 e-mail: m-herron{at}northwestern.edu e-mail: k-shotts{at}northwestern.edu

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.


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