This paper assesses the options available to researchers analysing multilevel (including longitudinal) data, with the aim of supporting good methodological decision-making. Given the confusion in the literature about the key properties of fixed and random effects (FE and RE) models, we present these models' capabilities and limitations. We also discuss the within-between RE model, sometimes misleadingly labelled a 'hybrid' model, showing that it is the most general of the three, with all the strengths of the other two. As such, and because it allows for important extensions-notably random slopes-we argue it should be used (as a starting point at least) in all multilevel analyses. We develop the argument through simulations, evaluating how these models cope with some likely mis-specifications. These simulations reveal that (1) failing to include random slopes can generate anticonservative standard errors, and (2) assuming random intercepts are Normally distributed, when they are not, introduces only modest biases. These results strengthen the case for the use of, and need for, these models.
Increasing numbers of comparative survey datasets span multiple waves. Moving beyond purely cross-sectional analyses, multilevel longitudinal analyses of such datasets should generate substantively important insights into the political, social and economic correlates of many individual-level outcomes of interest (attitudes, behaviors, etc.). This article describes two simple techniques for extracting such insights, which allow change over time in y to be a function of change over time in x and/or of a time-invariant x. The article presents results from simulation studies that assess the techniques in the presence of complications that are likely to arise with real-world data, and concludes with applications to the issues of generalized social trust and postmaterialist values, using data from World/European Values Surveys.
Worldwide, most people share scientists' concerns about environmental problems, but reject the solution that policy experts most strongly recommend: putting a price on pollution. Why? I show that this puzzling gap between the public's positive concerns and normative preferences is due substantially to a lack of trust, particularly political trust. In multilevel models fitted to two international survey datasets, trust strongly predicts support for environmental protection within countries and, by some measures, among countries also. An influential competing theory holds that environmental attitudes correlate mostly with left versus right political ideology; the results here, however, show that this correlation is weaker and varies substantially from country to country-unlike that with trust. Theoretically, these results reflect that environmental degradation is a collective action problem and environmental protection a public good. Methodologically, they derive from the more flexible application of multilevel modeling techniques than in previous studies using such models.
Kelley et al. argue that group-mean-centering covariates in multilevel models is dangerous, since—they claim—it generates results that are biased and misleading. We argue instead that what is dangerous is Kelley et al.’s unjustified assault on a simple statistical procedure that is enormously helpful, if not vital, in analyses of multilevel data. Kelley et al.’s arguments appear to be based on a faulty algebraic operation, and on a simplistic argument that parameter estimates from models with mean-centered covariates must be wrong merely because they are different than those from models with uncentered covariates. They also fail to explain why researchers should dispense with mean-centering when it is central to the estimation of fixed effects models—a common alternative approach to the analysis of clustered data, albeit one increasingly incorporated within a random effects framework. Group-mean-centering is, in short, no more dangerous than any other statistical procedure, and should remain a normal part of multilevel data analyses where it can be judiciously employed to good effect.
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