Journal Article

Multilevel modelling of country effects: a cautionary tale

By Mark L. Bryan and Stephen P. Jenkins

Publication details

Publication date
Published in
European Sociological Review
Volume
32
Pages
pp. 3–22
Publisher
Oxford University Press
DOI
http://dx.doi.org/10.1093/esr/jcv059
ISSN
2667215

Summary

Country effects on outcomes for individuals are often analysed using multilevel (hierarchical) models applied to harmonized multi-country data sets such as ESS, EU-SILC, EVS, ISSP, and SHARE. We point out problems with the assessment of country effects that appear not to be widely appreciated, and develop our arguments using Monte Carlo simulation analysis of multilevel linear and logit models. With large sample sizes of individuals within each country but only a small number of countries, analysts can reliably estimate individual-level effects but estimates of parameters summarizing country effects are likely to be unreliable. Multilevel modelling methods are no panacea.

Notes

© The Author 2015. Published by Oxford University Press.

Open Access article

This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted reuse, distribution, and reproduction in any medium, provided the original work is properly cited.

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