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Assessing Differences between Nested and Cross-Classified Hierarchical Models

Bibliographic Data

ID6169527
AuthorsD Melamed (0000-0002-8821-7698, The Ohio State University, Columbus, OH, USA), M Vuolo (0000-0002-2916-0046, The Ohio State University, Columbus, OH, USA)
Year2019
Volume49
Issue1
Pages220-257
Publication date2019-07-23
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueSociological Methodology (JOURNAL)
Journal identifiersISSN: 0081-1750 • E-ISSN: 1467-9531
PublisherSAGE Publishing (PUBLISHER • US)
DOI10.1177/0081175019862839
OpenAlexW2963945371
LanguageEN
Citations received3
References cited21

In multilevel data, cross-classified data structures are common. For example, this occurs when individuals move to different regions in longitudinal data or students go to different secondary schools than their primary school peers. In both cases, the data structure is no longer fully nested. Estimating cross-classified multilevel models is computationally intensive, so researchers have used several shortcuts to decrease run time. We consider how these shortcuts affect parameter estimates. In particular, we compare parameter estimates from fully nested and cross-classified models using a series of Monte Carlo simulations. When the outcome is continuous, we identify systematic differences in estimated standard errors and some differences in the estimated variance components. When the outcome is binary, we also find differences in the estimated coefficients. Accordingly, we caution researchers to avoid fully nested model specifications when cross-classification exists but suggest some limited conditions under which parameter estimates are unlikely to be different

Data mining · Econometrics · Hierarchical database model · Monte Carlo method · Multilevel model · Nested set model · Outcome (game theory · Statistics · Variance (accounting · Variance components · Advanced Causal Inference Techniques · Computer Science · Mathematics · School Choice and Performance · Urban, Neighborhood, and Segregation Studies

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Unique citing works3
Citations per year0,6
Citation span2021 - 2025 (5)
Citation velocityrecent
Highly citedNo
Citation typesNeutral: 3

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