Getting the Within Estimator of Cross-Level Interactions in Multilevel Models with Pooled Cross-Sections: Why Country Dummies (Sometimes) Do Not Do the Job

Giesselmann M, Schmidt-Catran AW (2019)
Sociological Methodology 49(1): 190-219.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Giesselmann, MarcoUniBi; Schmidt-Catran, Alexander W.
Abstract / Bemerkung
Multilevel models with persons nested in countries are increasingly popular in cross-country research. Recently, social scientists have started to analyze data with a three-level structure: persons at level 1, nested in year-specific country samples at level 2, nested in countries at level 3. By using a country fixed-effects estimator, or an alternative equivalent specification in a random-effects framework, this structure is increasingly used to estimate within-country effects in order to control for unobserved heterogeneity. For the main effects of country-level characteristics, such estimators have been shown to have desirable statistical properties. However, estimators of cross-level interactions in these models are not exhibiting these attractive properties: as algebraic transformations show, they are not independent of between-country variation and thus carry country-specific heterogeneity. Monte Carlo experiments consistently reveal the standard approaches to within estimation to provide biased estimates of cross-level interactions in the presence of an unobserved correlated moderator at the country level. To obtain an unbiased within-country estimator of a cross-level interaction, effect heterogeneity must be systematically controlled. By replicating a published analysis, we demonstrate the relevance of this extended country fixed-effects estimator in research practice. The intent of this article is to provide advice for multilevel practitioners, who will be increasingly confronted with the availability of pooled cross-sectional survey data.
Stichworte
cross-level interaction; pooled cross-section; country fixed effects; fixed effects; multilevel analysis; within effect
Erscheinungsjahr
2019
Zeitschriftentitel
Sociological Methodology
Band
49
Ausgabe
1
Seite(n)
190-219
ISSN
0081-1750
Page URI
https://pub.uni-bielefeld.de/record/2939947

Zitieren

Giesselmann M, Schmidt-Catran AW. Getting the Within Estimator of Cross-Level Interactions in Multilevel Models with Pooled Cross-Sections: Why Country Dummies (Sometimes) Do Not Do the Job . Sociological Methodology. 2019;49(1):190-219.
Giesselmann, M., & Schmidt-Catran, A. W. (2019). Getting the Within Estimator of Cross-Level Interactions in Multilevel Models with Pooled Cross-Sections: Why Country Dummies (Sometimes) Do Not Do the Job . Sociological Methodology, 49(1), 190-219. doi:10.1177/0081175018809150
Giesselmann, M., and Schmidt-Catran, A. W. (2019). Getting the Within Estimator of Cross-Level Interactions in Multilevel Models with Pooled Cross-Sections: Why Country Dummies (Sometimes) Do Not Do the Job . Sociological Methodology 49, 190-219.
Giesselmann, M., & Schmidt-Catran, A.W., 2019. Getting the Within Estimator of Cross-Level Interactions in Multilevel Models with Pooled Cross-Sections: Why Country Dummies (Sometimes) Do Not Do the Job . Sociological Methodology, 49(1), p 190-219.
M. Giesselmann and A.W. Schmidt-Catran, “Getting the Within Estimator of Cross-Level Interactions in Multilevel Models with Pooled Cross-Sections: Why Country Dummies (Sometimes) Do Not Do the Job ”, Sociological Methodology, vol. 49, 2019, pp. 190-219.
Giesselmann, M., Schmidt-Catran, A.W.: Getting the Within Estimator of Cross-Level Interactions in Multilevel Models with Pooled Cross-Sections: Why Country Dummies (Sometimes) Do Not Do the Job . Sociological Methodology. 49, 190-219 (2019).
Giesselmann, Marco, and Schmidt-Catran, Alexander W. “Getting the Within Estimator of Cross-Level Interactions in Multilevel Models with Pooled Cross-Sections: Why Country Dummies (Sometimes) Do Not Do the Job ”. Sociological Methodology 49.1 (2019): 190-219.

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