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Cross-Contamination in EI-R: Reply

Published online by Cambridge University Press:  04 January 2017

Michael C. Herron
Affiliation:
Department of Political Science, Northwestern University, 601 University Place, Evanston, IL 60208-1006. e-mail: [email protected]
Kenneth W. Shotts
Affiliation:
Department of Political Science, Northwestern University, 601 University Place, Evanston, IL 60208-1006. e-mail: [email protected]

Extract

We address in Herron and Shotts (2003; hereinafter HS) an increasingly common statistical practice called EI-R, in which point estimates generated by the King (1997) ecological inference technique are used as dependent variables in second-stage linear regressions. Although HS argue that EI-R slope estimates are inconsistent and suffer from attenuation bias, this characterization of EI-R is excessively conservative. Indeed, we show here that EI-R estimates can suffer from sign reversals, attenuation bias, and augmentation bias, that inference based on these estimates can be misleading, and that EI-R is unfixable and should not be used.

Type
Using EI in Second-Stage Regressions
Copyright
Copyright © Political Methodology Section of the American Political Science Association 2003 

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