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Two-Stage Regression and Multilevel Modeling: A Commentary

Published online by Cambridge University Press:  04 January 2017

Andrew Gelman
Andrew Gelman*
Affiliation:
Department of Statistics and Department of Political Science, Columbia University, 1255 Amsterdam Ave (at 122 St.), Room 1016, New York, NY 10027-5904. e-mail: gelman@stat.columbia.edu
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Extract

These articles demonstrate, in several different examples, the effectiveness of two-level regression: the procedure of fitting several separate regression models, and then fitting a second, higher-level, regression to the estimated coefficients (for example, fitting a separate regression model to survey data from each of several countries, then regressing the coefficient estimates on country-level predictors). For simplicity, we will refer to the first- and second-level units as “persons” and “countries,” respectively, but our points apply more generally.

Type
Comments
Information
Political Analysis , Volume 13 , Issue 4: Special Issue on Multilevel Modeling for Large Clusters , Autumn 2005 , pp. 459 - 461
Copyright
Copyright © The Author 2005. Published by Oxford University Press on behalf of the Society for Political Methodology 

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