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Multilevel Analysis with Few Clusters: Improving Likelihood-based Methods to Provide Unbiased Estimates and Accurate Inference
[journal article]
Abstract Quantitative comparative social scientists have long worried about the performance of multilevel models when the number of upper-level units is small. Adding to these concerns, an influential Monte Carlo study by Stegmueller (2013) suggests that standard maximum-likelihood (ML) methods yield biased ... view more
Quantitative comparative social scientists have long worried about the performance of multilevel models when the number of upper-level units is small. Adding to these concerns, an influential Monte Carlo study by Stegmueller (2013) suggests that standard maximum-likelihood (ML) methods yield biased point estimates and severely anti-conservative inference with few upper-level units. In this article, the authors seek to rectify this negative assessment. First, they show that ML estimators of coefficients are unbiased in linear multilevel models. The apparent bias in coefficient estimates found by Stegmueller can be attributed to Monte Carlo Error and a flaw in the design of his simulation study. Secondly, they demonstrate how inferential problems can be overcome by using restricted ML estimators for variance parameters and a t-distribution with appropriate degrees of freedom for statistical inference. Thus, accurate multilevel analysis is possible within the framework that most practitioners are familiar with, even if there are only a few upper-level units.... view less
Keywords
comparative political science; methodology; multi-level analysis; international comparison
Classification
Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods
Free Keywords
cross-national comparison; maximum likelihood; statistical inference
Document language
English
Publication Year
2020
Journal
British Journal of Political Science (2020)
Handle
https://hdl.handle.net/10419/206685
ISSN
1469-2112
Status
Published Version; peer reviewed
Licence
Creative Commons - Attribution-NonCommercial-ShareAlike 4.0