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How Many Countries for Multilevel Modeling? A Comparison of Frequentist and Bayesian Approaches

Stegmueller, Daniel (2013) 'How Many Countries for Multilevel Modeling? A Comparison of Frequentist and Bayesian Approaches.' American Journal of Political Science. ISSN 0092-5853

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Abstract

Researchers in comparative research increasingly use multilevel models to test effects of country-level factors on individual behavior and preferences. However, the asymptotic justification of widely employed estimation strategies presumes large samples and applications in comparative politics routinely involve only a small number of countries. Thus, researchers and reviewers often wonder if these models are applicable at all. In other words, how many countries do we need for multilevel modeling? I present results from a large-scale Monte Carlo experiment comparing the performance of multilevel models when few countries are available. I find that maximum likelihood estimates and confidence intervals can be severely biased, especially in models including cross-level interactions. In contrast, the Bayesian approach proves to be far more robust and yields considerably more conservative tests.

Item Type: Article
Subjects: J Political Science > JA Political science (General)
Divisions: Faculty of Social Sciences > Government, Department of
Depositing User: Jim Jamieson
Date Deposited: 14 Sep 2013 21:36
Last Modified: 16 Dec 2014 12:13
URI: http://repository.essex.ac.uk/id/eprint/7666

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