Estimation and Inference in an Ecological Inference Model

32 Pages Posted: 22 Mar 2016

See all articles by Yanqin Fan

Yanqin Fan

University of Washington - Department of Economics

Robert P. Sherman

California Institute of Technology - Division of the Humanities and Social Sciences

Matthew Shum

California Institute of Technology

Date Written: March 21, 2016

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

JEL Classification: C14, C31

Suggested Citation

Fan, Yanqin and Sherman, Robert P. and Shum, Matthew, Estimation and Inference in an Ecological Inference Model (March 21, 2016). Available at SSRN: https://ssrn.com/abstract=2752579 or http://dx.doi.org/10.2139/ssrn.2752579

Yanqin Fan

University of Washington - Department of Economics ( email )

Box 353330
Seattle, WA 98195-3330
United States

HOME PAGE: http://econ.washington.edu/people/yanquin-fan/

Robert P. Sherman

California Institute of Technology - Division of the Humanities and Social Sciences ( email )

1200 East California Blvd.
Pasadena, CA 91125
United States

Matthew Shum (Contact Author)

California Institute of Technology ( email )

Pasadena, CA 91125
United States

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