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Improved Approximations for Multilevel Models with Binary Responses

Harvey Goldstein and Jon Rasbash

Journal of the Royal Statistical Society Series A, 1996, vol. 159, issue 3, 505-513

Abstract: This paper discusses the use of improved approximations for the estimation of generalized linear multilevel models where the response is a proportion. Simulation studies by Rodriguez and Goldman have shown that in extreme situations large biases can occur, most notably when the response is binary, the number of level 1 units per level 2 unit is small and the underlying random parameter values are large. An improved approximation is introduced which largely eliminates the biases in the situation described by Rodriguez and Goldman.

Date: 1996
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