Abstract:
Ecological inference is a problem of partial identification, and
therefore precise conclusions are rarely possible without
the collection of individual level (identifying) data. Without such
data, sensitivity analyses provide the only recourse. In this paper
we review and critique recent approaches to ecological inference in the
social sciences, and describe in detail hierarchical models, which
allow both sensitivity analysis and the incorporation of individual
level data into an ecological analysis. A crucial element of a
sensitivity analysis in such models is prior specification, and we
detail how this may be carried out. Furthermore, we demonstrate how
the inclusion of a small amount of individual level data from a small number of ecological areas can
dramatically improve the properties of such estimates.