Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/222479
Authors: 
Giesselmann, Marco
Schmidt-Catran, Alexander W.
Year of Publication: 
2019
Citation: 
[Journal:] Sociological Methodology [Volume:] 49 [Issue:] 1 [Pages:] 190-219 [ISSN:] 0081-1750
Abstract: 
Multilevel models with persons nested in countries are increasingly popular in cross-country research. Recently, social scientists have started to analyze data with a three-level structure: persons at level 1, nested in year-specific country samples at level 2, nested in countries at level 3. By using a country fixed-effects estimator, or an alternative equivalent specification in a random-effects framework, this structure is increasingly used to estimate within-country effects in order to control for unobserved heterogeneity. For the main effects of country-level characteristics, such estimators have been shown to have desirable statistical properties. However, estimators of cross-level interactions in these models are not exhibiting these attractive properties: as algebraic transformations show, they are not independent of between-country variation and thus carry country-specific heterogeneity. Monte Carlo experiments consistently reveal the standard approaches to within estimation to provide biased estimates of cross-level interactions in the presence of an unobserved correlated moderator at the country level. To obtain an unbiased within-country estimator of a cross-level interaction, effect heterogeneity must be systematically controlled. By replicating a published analysis, we demonstrate the relevance of this extended country fixed-effects estimator in research practice. The intent of this article is to provide advice for multilevel practitioners, who will be increasingly confronted with the availability of pooled cross-sectional survey data.
Subjects: 
cross-level interaction
pooled cross-section
country fixed effects
fixed effects
multilevel analysis,
within effect
Persistent Identifier of the first edition: 
Document Type: 
Article
Document Version: 
Published Version

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