Regressor and random‐effects dependencies in multilevel models

By Peter Ebbes, Ulf Böckenholt, M. Wedel. 2004

95 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Sociology and Political Science, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ff430403920376b49a76aa6a3cf3000b74b5006b

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Citations in the corpus

Aggregated, Voluntary and Mandatory Risk Disclosure Incentives: Evidence from UK FTSE All Share Companies (2013, background): “Omitted variables and simultaneity are the most frequent causes of endogeneity problem (Ebbes et al., 2004; Ebbes et al., 2005).”
Frugal IV alternatives to identify the parameter for an endogenous regressor (2009, methodology): “Although proposed for measurement error models, this approach may also be applicable to more general regressor-error dependency models as in (1) (e.g., Ebbes et al., 2004).”
Omitted Variables in Multilevel Models (2006, background): “See, for example, a survey paper by Ebbes, Bockenholt, and Wedel (2004) or a standard econometric reference such as Wooldridge (2002).”
Multilevel Modeling with Correlated Effects (2007, methodology): “For example, Ebbes et al. (2004) conducted a simulation study to demonstrate the effects of level-1 and level-2 dependencies between predictors and random components on parameter estimation in two-level models.”
The Role of Sample Cluster Means in Multilevel Models (2011, background): “This issue is well known in the setting of panel data (Hausman and Taylor, 1981), but the topic has recently received attention also in a more general perspective: see Skrondal and Rabe-Hesketh (2004), Fielding (2004), Ebbes et al. (2004), Kim and Frees (2007) and Snijders and Berkhof (2008). Let us”
Welfare Regimes and Attitudes Towards Redistribution: The Regime Hypothesis Revisited (2006, background): “Recent simulation-based evidence indicates that the bias arising from violating this assumption in multilevel applications is substantial (see Shieh and Fouladi, 2003; Ebbes et al., 2004; Maas and Hox, 2004).”