The statistical foundations of the EI method

A recently proposed statistical model of ecological inference (the inference of individual behavior from observations consisting of aggregated individual-level 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. Although application of the theory of prediction may improve the inference of individual behavior for any observation of the aggregated dataset, it is unlikely to improve the estimate of individual behavior derived from the use of all of the observations, which is the usual goal of ecological inference.