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Multilevel modeling of complex survey data

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  • Sophia Rabe-Hesketh

    (University of California, Berkeley)

Abstract

Survey data are often analyzed using multilevel or hierarchical models. For example, in education surveys, schools may be sampled at the first stage and students at the second stage and multilevel models used to model within-school and between-school variability. An important aspect of most surveys that is often ignored in multilevel modeling is that units at each stage are sampled with unequal probabilities. Standard maximum likelihood estimation can be modified to take the sampling probabilities into account, yielding pseudomaximum likelihood estimation, which is typically combined with robust standard errors based on the sandwich estimator. This approach is implemented in gllamm. I will introduce the ideas, discuss issues that arise such as the scaling of the weights, and illustrate the approach by applying it to data from the Program for International Student Assessment (PISA).

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Bibliographic Info

Paper provided by Stata Users Group in its series West Coast Stata Users' Group Meetings 2007 with number 14.

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Date of creation: 31 Oct 2007
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Handle: RePEc:boc:wsug07:14

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Web page: http://stata.com/meeting/wcsug07/
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  1. Anders Skrondal & Sophia Rabe-Hesketh, 2007. "Latent Variable Modelling: A Survey," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 34(4), pages 712-745.
  2. Rabe-Hesketh, Sophia & Skrondal, Anders & Pickles, Andrew, 2005. "Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects," Journal of Econometrics, Elsevier, vol. 128(2), pages 301-323, October.
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Cited by:
  1. Yu, Li & Orazem, Peter, 2011. "O-Ring Production on U.S. Hog Farms: Joint Choices of Farm Size, Technology, and Compensation," Staff General Research Papers 12992, Iowa State University, Department of Economics.
  2. Murasko, Jason E., 2013. "Associations between household income, height, and BMI in contemporary US schoolchildren," Economics & Human Biology, Elsevier, vol. 11(2), pages 185-196.
  3. Brumback, Babette A. & He, Zhulin, 2011. "The Mantel-Haenszel estimator adapted for complex survey designs is not dually consistent," Statistics & Probability Letters, Elsevier, vol. 81(9), pages 1465-1470, September.
  4. Sophia Rabe-Hesketh & Anders Skrondal, 2007. "Multilevel and Latent Variable Modeling with Composite Links and Exploded Likelihoods," Psychometrika, Springer, vol. 72(2), pages 123-140, June.
  5. Elena Pirani & Silvana Salvini, 2012. "Socioeconomic Inequalities and Self-Rated Health: A Multilevel Study of Italian Elderly," Population Research and Policy Review, Springer, vol. 31(1), pages 97-117, February.
  6. Herzfeld, Thomas & Huffman, Sonya & Rizov, Marian, 2014. "The dynamics of food, alcohol and cigarette consumption in Russia during transition," Economics & Human Biology, Elsevier, vol. 13(C), pages 128-143.
  7. Simon COMMANDER & Natalia ISACHENKOVA & Yulia RODIONOVA, 2013. "Informal employment dynamics in Ukraine: An analytical model of informality in transition economies," International Labour Review, International Labour Organization, vol. 152(3-4), pages 445-467, December.
  8. Amini, Chiara & Commander, Simon, 2012. "Educational scores: How does Russia fare?," Journal of Comparative Economics, Elsevier, vol. 40(3), pages 508-527.
  9. Greeson, Johanna K.P. & Usher, Lynn & Grinstein-Weiss, Michal, 2010. "One adult who is crazy about you: Can natural mentoring relationships increase assets among young adults with and without foster care experience?," Children and Youth Services Review, Elsevier, vol. 32(4), pages 565-577, April.
  10. Ana Maria Osorio & Catalina Bolancé & Nyovane Madise & Katharina Rathmann, 2013. "Social Determinants of Child Health in Colombia: Can Community Education Moderate the Effect of Family Characteristics?," Working Papers XREAP2013-02, Xarxa de Referència en Economia Aplicada (XREAP), revised Mar 2013.

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