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

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.