The Costs of Simplicity: Why Multilevel Models May Benefit from Accounting for Cross-Cluster Differences in the Effects of Controls
Author
Abstract
Suggested Citation
DOI: 10.1177/0003122417717901
Download full text from publisher
References listed on IDEAS
- Guido W. Imbens & Michal Kolesár, 2016.
"Robust Standard Errors in Small Samples: Some Practical Advice,"
The Review of Economics and Statistics, MIT Press, vol. 98(4), pages 701-712, October.
- Guido W. Imbens & Michal Kolesar, 2012. "Robust Standard Errors in Small Samples: Some Practical Advice," NBER Working Papers 18478, National Bureau of Economic Research, Inc.
- Lewis, Jeffrey B. & Linzer, Drew A., 2005. "Estimating Regression Models in Which the Dependent Variable Is Based on Estimates," Political Analysis, Cambridge University Press, vol. 13(4), pages 345-364.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- repec:clg:wpaper:2013-17 is not listed on IDEAS
- Jeffrey M. Wooldridge, 2003. "Cluster-Sample Methods in Applied Econometrics," American Economic Review, American Economic Association, vol. 93(2), pages 133-138, May.
- James G. MacKinnon & Matthew D. Webb, 2017.
"Wild Bootstrap Inference for Wildly Different Cluster Sizes,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 233-254, March.
- James G. MacKinnon & Matthew D. Webb, 2015. "Wild Bootstrap Inference For Wildly Different Cluster Sizes," Working Paper 1314, Economics Department, Queen's University.
- William Rogers, 1993. "Quantile regression standard errors," Stata Technical Bulletin, StataCorp LP, vol. 2(9).
- Katja Möhring & Alexander Schmidt, 2012. "Multilevel tools," German Stata Users' Group Meetings 2012 06, Stata Users Group.
- James G. Mackinnon & Matthew D. Webb, 2017.
"Wild Bootstrap Inference for Wildly Different Cluster Sizes,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 32(2), pages 233-254, March.
- James G. MacKinnon & Matthew D. Webb, 2015. "Wild Bootstrap Inference for Wildly Different Cluster Sizes," Working Papers 1314, Queen's University, Department of Economics.
- MacKinnon, James G. & Webb, Matthew D., 2015. "Wild Bootstrap Inference for Wildly Different Cluster Sizes," Queen's Economics Department Working Papers 274639, Queen's University - Department of Economics.
- Joe, Harry, 2006. "Generating random correlation matrices based on partial correlations," Journal of Multivariate Analysis, Elsevier, vol. 97(10), pages 2177-2189, November.
- Bates, Douglas & Mächler, Martin & Bolker, Ben & Walker, Steve, 2015. "Fitting Linear Mixed-Effects Models Using lme4," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 67(i01).
- Elff, Martin & Heisig, Jan Paul & Schaeffer, Merlin & Shikano, Susumu, 2016. "No Need to Turn Bayesian in Multilevel Analysis with Few Clusters: How Frequentist Methods Provide Unbiased Estimates and Accurate Inference," SocArXiv z65s4, Center for Open Science.
- Moulton, Brent R., 1986. "Random group effects and the precision of regression estimates," Journal of Econometrics, Elsevier, vol. 32(3), pages 385-397, August.
- Kloek, T, 1981. "OLS Estimation in a Model Where a Microvariable Is Explained by Aggregates and Contemporaneous Disturbances Are Equicorrelated," Econometrica, Econometric Society, vol. 49(1), pages 205-207, January.
- Daniel Stegmueller, 2013. "How Many Countries for Multilevel Modeling? A Comparison of Frequentist and Bayesian Approaches," American Journal of Political Science, John Wiley & Sons, vol. 57(3), pages 748-761, July.
- Rick L. Williams, 2000. "A Note on Robust Variance Estimation for Cluster-Correlated Data," Biometrics, The International Biometric Society, vol. 56(2), pages 645-646, June.
- Moulton, Brent R, 1990. "An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Unit," The Review of Economics and Statistics, MIT Press, vol. 72(2), pages 334-338, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Hansen, Bruce E. & Lee, Seojeong, 2019.
"Asymptotic theory for clustered samples,"
Journal of Econometrics, Elsevier, vol. 210(2), pages 268-290.
- Bruce E. Hansen & Seojeong Jay Lee, 2017. "Asymptotic Theory for Clustered Samples," Discussion Papers 2017-18, School of Economics, The University of New South Wales.
- Bruce E. Hansen & Seojeong Lee, 2019. "Asymptotic Theory for Clustered Samples," Papers 1902.01497, arXiv.org.
- 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.
- A. Colin Cameron & Douglas L. Miller, 2015. "A Practitioner’s Guide to Cluster-Robust Inference," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 317-372.
- A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2008.
"Bootstrap-Based Improvements for Inference with Clustered Errors,"
The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 414-427, August.
- Jonah B. Gelbach & Doug Miller & A. Colin Cameron, 2006. "Bootstrap-Based Improvements for Inference with Clustered Errors," Working Papers 128, University of California, Davis, Department of Economics.
- A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2007. "Bootstrap-Based Improvements for Inference with Clustered Errors," NBER Technical Working Papers 0344, National Bureau of Economic Research, Inc.
- A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2011.
"Robust Inference With Multiway Clustering,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 238-249, April.
- Cameron, A. Colin & Gelbach, Jonah B. & Miller, Douglas L., 2011. "Robust Inference With Multiway Clustering," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 238-249.
- A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2006. "Robust Inference with Multi-way Clustering," NBER Technical Working Papers 0327, National Bureau of Economic Research, Inc.
- A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2008.
"Bootstrap-Based Improvements for Inference with Clustered Errors,"
The Review of Economics and Statistics,
MIT Press, vol. 90(3), pages 414-427, August.
- Jonah B. Gelbach & Doug Miller & A. Colin Cameron, 2006. "Bootstrap-Based Improvements for Inference with Clustered Errors," Working Papers 621, University of California, Davis, Department of Economics.
- A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2007. "Bootstrap-Based Improvements for Inference with Clustered Errors," NBER Technical Working Papers 0344, National Bureau of Economic Research, Inc.
- Rok Spruk, 2019.
"The rise and fall of Argentina,"
Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 28(1), pages 1-40, December.
- Spruk, Rok, 2018. "The Rise and Fall of Argentina," Working Papers 07520, George Mason University, Mercatus Center.
- A. Colin Cameron & Douglas L. Miller, 2010.
"Robust Inference with Clustered Data,"
Working Papers
318, University of California, Davis, Department of Economics.
- Colin Cameron, 2011. "Robust inference with clustered data," Mexican Stata Users' Group Meetings 2011 07, Stata Users Group.
- A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 316, University of California, Davis, Department of Economics.
- James G. MacKinnon & Matthew D. Webb, 2020. "When and How to Deal with Clustered Errors in Regression Models," Working Paper 1421, Economics Department, Queen's University.
- A. Colin Cameron & Douglas L. Miller, 2010.
"Robust Inference with Clustered Data,"
Working Papers
106, University of California, Davis, Department of Economics.
- Colin Cameron, 2011. "Robust inference with clustered data," Mexican Stata Users' Group Meetings 2011 07, Stata Users Group.
- A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 107, University of California, Davis, Department of Economics.
- Matthew D. Webb, 2023.
"Reworking wild bootstrap‐based inference for clustered errors,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(3), pages 839-858, August.
- Matthew D. Webb, 2014. "Reworking Wild Bootstrap Based Inference For Clustered Errors," Working Paper 1315, Economics Department, Queen's University.
- Rok Spruk & Mitja Kovac, 2018. "Inefficient Growth," Review of Economics and Institutions, Università di Perugia, vol. 9(2).
- Klishchuk Bogdan & Zelenyuk Valentin, 2012. "Impact of Services LIberalization on Firm Level Productivity in Eastern Europe and Central Asia," EERC Working Paper Series 12/03e, EERC Research Network, Russia and CIS.
- James G. MacKinnon & Matthew D. Webb, 2017.
"Wild Bootstrap Inference for Wildly Different Cluster Sizes,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 233-254, March.
- James G. MacKinnon & Matthew D. Webb, 2015. "Wild Bootstrap Inference For Wildly Different Cluster Sizes," Working Paper 1314, Economics Department, Queen's University.
- Mitja Kovac & Salvini Datta & Rok Spruk, 2021. "Pharmaceutical Product Liability, Litigation Regimes, and the Propensity to Patent: An Empirical Firm-Level Investigation," SAGE Open, , vol. 11(2), pages 21582440211, April.
- Martin Halla & Friedrich Schneider & Alexander Wagner, 2013.
"Satisfaction with democracy and collective action problems: the case of the environment,"
Public Choice, Springer, vol. 155(1), pages 109-137, April.
- Martin Halla & Friedrich Schneider & Alexander Wagner, 2008. "Satisfaction with Democracy and Collective Action Problems: The Case of the Environment," Economics working papers 2008-08, Department of Economics, Johannes Kepler University Linz, Austria.
- Halla, Martin & Schneider, Friedrich & Wagner, Alexander F., 2008. "Satisfaction with Democracy and Collective Action Problems: The Case of the Environment," IZA Discussion Papers 3613, Institute of Labor Economics (IZA).
- Hübler, Olaf, 2014.
"Estimation of standard errors and treatment effects in empirical economics : methods and applications,"
Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 47(1-2), pages 43-62.
- Olaf Hübler, 2014. "Estimation of standard errors and treatment effects in empirical economics—methods and applications [Schätzung von Standardfehlern und Kausaleffekten in der empirischen Wirtschaftsforschung – Metho," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 47(1), pages 43-62, March.
- Bruno Ferman & Cristine Pinto, 2019.
"Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity,"
The Review of Economics and Statistics, MIT Press, vol. 101(3), pages 452-467, July.
- Ferman, Bruno & Pinto, Cristine, 2015. "Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity," MPRA Paper 67665, University Library of Munich, Germany.
- Ferman, Bruno & Pinto, Cristine Campos de Xavier, 2015. "Inference in differences-in-differences with few treated groups and heteroskedasticity," Textos para discussão 406, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Thomas K. Bauer & Tanja Kasten & Lars-H. R. Siemers, 2017.
"Business Taxation and Wages: Redistribution and Asymmetric Effects,"
MAGKS Papers on Economics
201732, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Thomas K. Bauer & Tanja Kasten & Lars-H. R. Siemers, 2017. "Business Taxation and Wages: Redistribution and Asymmetric Effects," Volkswirtschaftliche Diskussionsbeiträge 182-17, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
- MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023.
"Cluster-robust inference: A guide to empirical practice,"
Journal of Econometrics, Elsevier, vol. 232(2), pages 272-299.
- Matthew D. Webb & James MacKinnon & Morten Nielsen, 2021. "Cluster–robust inference: A guide to empirical practice," Economics Virtual Symposium 2021 6, Stata Users Group.
- James MacKinnon & Morten Ørregaard Nielsen, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," CREATES Research Papers 2022-08, Department of Economics and Business Economics, Aarhus University.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Working Paper 1456, Economics Department, Queen's University.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Papers 2205.03285, arXiv.org.
More about this item
Keywords
multilevel modeling; comparative research; cluster-robust standard errors; hierarchical data; context effects;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:espost:182102. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/zbwkide.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.