Cross-Contamination in EI-R: Reply

Abstract

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.