We examine the limits of ecological inference methods by focusing on the case of split-ticket voting. Burden and Kimball (1998) report that, by using the King estimation procedure for inferring individual-level behavior from aggregate data, they are the first to produce accurate estimates of split-ticket voting rates in congressional districts. However, a closer examination of their data reveals that a satisfactory analysis of this problem is more complex than may initially appear. We show that the estimation technique is highly suspect in general and especially unhelpful with their particular data.