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Replication data for: Using Ecological Inference Point Estimates as Dependent Variables in Second-Stage Linear Regressions

Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)

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Title Replication data for: Using Ecological Inference Point Estimates as Dependent Variables in Second-Stage Linear Regressions
 
Identifier https://doi.org/10.7910/DVN/CEXDMV
 
Creator Michael C. Herron
Kenneth W. Shotts
 
Publisher Harvard Dataverse
 
Description 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