EconPapers    
Economics at your fingertips  
 

Regression analysis of country effects using multilevel data: a cautionary tale

Mark Bryan () and Stephen Jenkins ()

No 2013-14, ISER Working Paper Series from Institute for Social and Economic Research

Abstract: Cross-national differences in outcomes are often analysed using regression analysis of multilevel country datasets, examples of which include the ECHP, ESS, EU-SILC, EVS, ISSP, and SHARE. We review the regression methods applicable to this data structure, pointing out problems with the assessment of country-level factors that appear not to be widely appreciated, and illustrate our arguments using Monte-Carlo simulations and analysis of women’s employment probabilities and work hours using EU SILC data. With large sample sizes of individuals within each country but a small number of countries, analysts can reliably estimate individual-level effects within each country but estimates of parameters summarising country effects are likely to be unreliable. Multilevel (hierarchical) modelling methods are commonly used in this context but they are no panacea.

New Economics Papers: this item is included in nep-ecm and nep-ltv
Date: 2013-08-19
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (16) Track citations by RSS feed

Published

Downloads: (external link)
https://www.iser.essex.ac.uk/research/publications ... ers/iser/2013-14.pdf (application/pdf)

Related works:
Working Paper: Regression Analysis of Country Effects Using Multilevel Data: A Cautionary Tale (2013) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:ese:iserwp:2013-14

Ordering information: This working paper can be ordered from
Publications Office, Institute for Social and Economic Research, University of Essex, Wivenhoe Park, Colchester, Essex CO4 3SQ UK
https://www.iser.essex.ac.uk/publications/

Access Statistics for this paper

More papers in ISER Working Paper Series from Institute for Social and Economic Research Publications Office, Institute for Social and Economic Research, University of Essex, Wivenhoe Park, Colchester, Essex CO4 3SQ UK. Contact information at EDIRC.
Series data maintained by Jonathan Nears ().

 
Page updated 2017-08-16
Handle: RePEc:ese:iserwp:2013-14