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Multilevel Modeling with Correlated Effects

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  • Jee-Seon Kim
  • Edward Frees

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  • Jee-Seon Kim & Edward Frees, 2007. "Multilevel Modeling with Correlated Effects," Psychometrika, Springer;The Psychometric Society, vol. 72(4), pages 505-533, December.
    • Handle: RePEc:spr:psycho:v:72:y:2007:i:4:p:505-533
    DOI: 10.1007/s11336-007-9008-1
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    References listed on IDEAS

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    1. Hausman, Jerry A & Taylor, William E, 1981. "Panel Data and Unobservable Individual Effects," Econometrica, Econometric Society, vol. 49(6), pages 1377-1398, November.
    2. Frees,Edward W., 2004. "Longitudinal and Panel Data," Cambridge Books, Cambridge University Press, number 9780521828284, October.
    3. Ehrenberg, Ronald G. & Brewer, Dominic J., 1994. "Do school and teacher characteristics matter? Evidence from High School and Beyond," Economics of Education Review, Elsevier, vol. 13(1), pages 1-17, March.
    4. Peter Ebbes & Ulf Böckenholt & Michel Wedel, 2004. "Regressor and random‐effects dependencies in multilevel models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 58(2), pages 161-178, May.
    5. Andrew M. Jones, 2012. "health econometrics," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
    6. So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M., 1999. "Efficient estimation of panel data models with strictly exogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 93(1), pages 177-201, November.
    7. Hanushek, Eric A. & Kain, John F. & Rivkin, Steven G., 2004. "Disruption versus Tiebout improvement: the costs and benefits of switching schools," Journal of Public Economics, Elsevier, vol. 88(9-10), pages 1721-1746, August.
    8. Anders Skrondal & Sophia Rabe‐Hesketh, 2007. "Latent Variable Modelling: A Survey," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 34(4), pages 712-745, December.
    9. Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
    10. Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1997. "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 77-105.
    11. Fiona Steele, 2003. "Selection effects of source of contraceptive supply in an analysis of discontinuation of contraception: multilevel modelling when random effects are correlated with an explanatory variable," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 166(3), pages 407-423, October.
    12. Arellano, Manuel, 2003. "Panel Data Econometrics," OUP Catalogue, Oxford University Press, number 9780199245291.
    13. Nigel Rice & Andrew Jones, 1997. "Multilevel models and health economics," Health Economics, John Wiley & Sons, Ltd., vol. 6(6), pages 561-575, November.
    14. Frees,Edward W., 2004. "Longitudinal and Panel Data," Cambridge Books, Cambridge University Press, number 9780521535380, October.
    15. Breusch, Trevor S & Mizon, Grayham E & Schmidt, Peter, 1989. "Efficient Estimation Using Panel Data," Econometrica, Econometric Society, vol. 57(3), pages 695-700, May.
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    2. Michael David Bates & Katherine E. Castellano & Sophia Rabe-Hesketh & Anders Skrondal, 2014. "Handling Correlations Between Covariates and Random Slopes in Multilevel Models," Journal of Educational and Behavioral Statistics, , vol. 39(6), pages 524-549, December.
    3. Fernando Rojas & Peter Wanke & Víctor Leiva & Mauricio Huerta & Carlos Martin-Barreiro, 2022. "Modeling Inventory Cost Savings and Supply Chain Success Factors: A Hybrid Robust Compromise Multi-Criteria Approach," Mathematics, MDPI, vol. 10(16), pages 1-18, August.
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    6. Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
    7. Katherine E. Castellano & Sophia Rabe-Hesketh & Anders Skrondal, 2014. "Composition, Context, and Endogeneity in School and Teacher Comparisons," Journal of Educational and Behavioral Statistics, , vol. 39(5), pages 333-367, October.
    8. M. D. R. Evans & Jonathan Kelley & S. M. C. Kelley & C. G. E. Kelley, 2019. "Rising Income Inequality During the Great Recession Had No Impact on Subjective Wellbeing in Europe, 2003–2012," Journal of Happiness Studies, Springer, vol. 20(1), pages 203-228, January.
    9. Pieroni, L. & d'Agostino, G., 2013. "Corruption and the effects of economic freedom," European Journal of Political Economy, Elsevier, vol. 29(C), pages 54-72.
    10. Cristina Bernini & Alessandro Tampieri, 2023. "Much Ado about Salary: A Comparison of Monetary and Non-Monetary Components of Job Satisfaction," Working Papers - Economics wp2023_06.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    11. Mark Ellison & Jon Bannister & Won Do Lee & Muhammad Salman Haleem, 2021. "Understanding policing demand and deployment through the lens of the city and with the application of big data," Urban Studies, Urban Studies Journal Limited, vol. 58(15), pages 3157-3175, November.
    12. Yang Jiang & Yi-Chun (Chad) Ho & Xiangbin Yan & Yong Tan, 2022. "What’s in a “Username”? The Effect of Perceived Anonymity on Herding in Crowdfunding," Information Systems Research, INFORMS, vol. 33(1), pages 1-17, March.
    13. Yang, Juan & SICULAR, Terry & LAI, Desheng, 2014. "The changing determinants of high school attainment in rural China," China Economic Review, Elsevier, vol. 30(C), pages 551-566.
    14. Jorge Manzi & Ernesto San Martín & Sébastien Van Bellegem, 2014. "School System Evaluation by Value Added Analysis Under Endogeneity," Psychometrika, Springer;The Psychometric Society, vol. 79(1), pages 130-153, January.
    15. Leonardo Grilli & Carla Rampichini, 2015. "Specification of random effects in multilevel models: a review," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(3), pages 967-976, May.
    16. Viviana Amati & Felix Schönenberger & Tom A. B. Snijders, 2019. "Contemporaneous Statistics for Estimation in Stochastic Actor-Oriented Co-evolution Models," Psychometrika, Springer;The Psychometric Society, vol. 84(4), pages 1068-1096, December.
    17. Jan-Michael Becker & Dorian Proksch & Christian M. Ringle, 2022. "Revisiting Gaussian copulas to handle endogenous regressors," Journal of the Academy of Marketing Science, Springer, vol. 50(1), pages 46-66, January.
    18. Chen, Chien-Ming & Chuang, Howard Hao-Chun, 2023. "Time to shift the shift: Performance effects of within-day cumulative service encounters in retail stores," Omega, Elsevier, vol. 119(C).
    19. Youmi Suk & Hyunseung Kang, 2022. "Robust Machine Learning for Treatment Effects in Multilevel Observational Studies Under Cluster-level Unmeasured Confounding," Psychometrika, Springer;The Psychometric Society, vol. 87(1), pages 310-343, March.
    20. Krzysztof Zagorski & Mariah Evans & Jonathan Kelley & Katarzyna Piotrowska, 2014. "Does National Income Inequality Affect Individuals’ Quality of Life in Europe? Inequality, Happiness, Finances, and Health," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 117(3), pages 1089-1110, July.
    21. Yang, Yimin & Schmidt, Peter, 2021. "An econometric approach to the estimation of multi-level models," Journal of Econometrics, Elsevier, vol. 220(2), pages 532-543.
    22. Aleksey Oshchepkov & Anna Shirokanova, 2020. "Multilevel Modeling For Economists: Why, When And How," HSE Working papers WP BRP 233/EC/2020, National Research University Higher School of Economics.

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