Rosen, Ori, Wenxin Jiang, Gary King, and Martin A Tanner. 2001. Bayesian and Frequentist Inference for Ecological Inference: The RxC Case. Statistica Neerlandica 55: 134–156. Copy at http://j.mp/lzu8Vf
Abstract:In this paper we propose Bayesian and frequentist approaches to ecological inference, based on R x C contingency tables, including a covariate. The proposed Bayesian model extends the binomial-beta hierarchical model developed by King, Rosen and Tanner (1999) from the 2 x 2 case to the R x C case, the inferential procedure employs Markov chain Monte Carlo (MCMC) methods. As such the resulting MCMC analysis is rich but computationally intensive. The frequentist approach, based on first moments rather than on the entire likelihood, provides quick inference via nonlinear least-squares, while retaining good frequentist properties. The two approaches are illustrated with simulated data, as well as with real data on voting patterns in Weimar Germany. In the final section of the paper we provide an overview of a range of alternative inferential approaches which trade-off computational intensity for statistical efficiency.