Estimation and Inference in an Ecological Inference Model

Abstract We interpret an ecological inference model as a treatment effects model in which the outcomes of interest and the conditional covariates come from separate datasets. In this setting, the counterfactual distributions and policy parameters of interest are only partially identified under a selection on observables assumption. In this paper, we provide estimation and inference procedures for structural prediction and counterfactual analysis in such models. We also illustrate the procedures with an application to US presidential elections.