1999Unpublished venueRequires access

The Statistical Foundations of the "E" - eScholarship

Kenneth McCue

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Abstract

A recently proposed statistical model of ecological inference (the inference of individual behavior from aggregated data), known by its adherents as EI , has recently gained a great deal of attention both inside and outside the statistical profession. This article shows that EI is in fact an application of the standard statistical theory of prediction, though with many statistical errors, not the least of which is the failure of the author of EI to recognize the relationship between EI and prediction. While application of the theory of prediction may improve the case-level inference of individual behavior, it is unlikely to improve the estimates for the overall dataset, which is the usual goal of ecological inference.

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What this paper is about

A recently proposed statistical model of ecological inference (the inference of individual behavior from aggregated data), known by its adherents as EI , has recently gained a great deal of attention both inside and outside the statistical profession. This article shows that EI is in fact an application of the standard statistical theory of prediction, though with many statistical errors, not the least of which is the failure of the author of EI to recognize the relationship between EI and prediction. While application of the theory of prediction may improve the case-level inference of individual behavior, it is unlikely to improve the estimates for the overall dataset, which is the usual goal of ecological inference.

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Available abstract

A recently proposed statistical model of ecological inference (the inference of individual behavior from aggregated data), known by its adherents as EI , has recently gained a great deal of attention both inside and outside the statistical profession. This article shows that EI is in fact an application of the standard statistical theory of prediction, though with many statistical errors, not the least of which is the failure of the author of EI to recognize the relationship between EI and prediction. While application of the theory of prediction may improve the case-level inference of individual behavior, it is unlikely to improve the estimates for the overall dataset, which is the usual goal of ecological inference.

Key concepts: Statistical inference, Fiducial inference, Inference, Statistical theory, Predictive inference, Frequentist inference, Statistical model, Computer science

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