Cluster effects and simultaneity in multilevel models

B-Tier
Journal: Health Economics
Year: 1997
Volume: 6
Issue: 4
Pages: 439-443

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

For small group sizes, the GLS estimator in multilevel models is biased and inconsistent when the random cluster effects are correlated with the regressors. A fixed effects approach, conditioning on the cluster effects, provides consistent estimates for the slope parameters. The two estimators are equivalent when group sizes are large. The same results obtain for two‐stage estimation procedures that allow for some of the regressors to be simultaneously determined with the dependent variable. The GLS and fixed effects estimators are applied to data on acute care hospital utilization in the UK, allowing for health authority district effects. © 1997 John Wiley & Sons, Ltd.

Technical Details

RePEc Handle
repec:wly:hlthec:v:6:y:1997:i:4:p:439-443
Journal Field
Health
Author Count
2
Added to Database
2026-01-24