Multilevel Modelling of Country Effects: A Cautionary Tale

被引:514
作者
Bryan, Mark L. [1 ]
Jenkins, Stephen P. [1 ,2 ,3 ]
机构
[1] Univ Essex, Inst Social & Econ Res, Colchester CO4 3SQ, Essex, England
[2] London Sch Econ, Dept Social Policy, London WC2A 2AE, England
[3] IZA, D-53113 Bonn, Germany
基金
英国经济与社会研究理事会;
关键词
SAMPLE-SIZE; SIMULATION; INFERENCE; ISSUES; PERFORMANCE; ESTIMATORS; PRECISION;
D O I
10.1093/esr/jcv059
中图分类号
C91 [社会学];
学科分类号
030301 ; 1204 ;
摘要
Country effects on outcomes for individuals are often analysed using multilevel (hierarchical) models applied to harmonized multi-country data sets such as ESS, EU-SILC, EVS, ISSP, and SHARE. We point out problems with the assessment of country effects that appear not to be widely appreciated, and develop our arguments using Monte Carlo simulation analysis of multilevel linear and logit models. With large sample sizes of individuals within each country but only a small number of countries, analysts can reliably estimate individual-level effects but estimates of parameters summarizing country effects are likely to be unreliable. Multilevel modelling methods are no panacea.
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页码:3 / 22
页数:20
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