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Two-Step Hierarchical Estimation: Beyond Regression Analysis

Published online by Cambridge University Press:  04 January 2017

Christopher H. Achen
Christopher H. Achen*
Affiliation:
Department of Politics, Princeton University, Princeton, NJ 08544. e-mail: [email protected]
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Abstract

Two-step estimators for hierarchical models can be constructed even when neither stage is a conventional linear regression model. For example, the first stage might consist of probit models, or duration models, or event count models. The second stage might be a nonlinear regression specification. This note sketches some of the considerations that arise in ensuring that two-step estimators are consistent in such cases.

Type
Research Article
Information
Political Analysis , Volume 13 , Issue 4: Special Issue on Multilevel Modeling for Large Clusters , Autumn 2005 , pp. 447 - 456
Copyright
Copyright © The Author 2005. Published by Oxford University Press on behalf of the Society for Political Methodology 

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