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Two-Step Hierarchical Estimation: Beyond Regression Analysis

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  • Achen, Christopher H.

Abstract

Two-step estimators for hierarchical models can be constructed even when neither stage is a conventional linear regression model. For example, the first stage might consist of probit models, or duration models, or event count models. The second stage might be a nonlinear regression specification. This note sketches some of the considerations that arise in ensuring that two-step estimators are consistent in such cases.

Suggested Citation

  • Achen, Christopher H., 2005. "Two-Step Hierarchical Estimation: Beyond Regression Analysis," Political Analysis, Cambridge University Press, vol. 13(4), pages 447-456.
    • Handle: RePEc:cup:polals:v:13:y:2005:i:04:p:447-456_00
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    7. Katja Möhring & Alexander Schmidt, 2012. "Multilevel tools," German Stata Users' Group Meetings 2012 06, Stata Users Group.
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