The Statistical Foundations of the "E"

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.