Cluster Size and Aggregated Level 2 Variables in Multilevel Models. A Cautionary Note

This paper explores the consequences of small cluster size for parameter estimation in multilevel models. In particular, the interest lies in parameter estimates (regression weights) in linear multilevel models of level 2 variables that are functions of level 1 variables, as for instance the cluste...

Full description

Bibliographic Details
Main Author: Reinhard Schunck
Format: Article
Language:English
Published: GESIS - Leibniz-Institute for the Social Sciences, Mannheim 2016-06-01
Series:Methoden, Daten, Analysen
Subjects:
Online Access:https://mda.gesis.org/index.php/mda/article/view/2016.005/48
_version_ 1828224677537906688
author Reinhard Schunck
author_facet Reinhard Schunck
author_sort Reinhard Schunck
collection DOAJ
description This paper explores the consequences of small cluster size for parameter estimation in multilevel models. In particular, the interest lies in parameter estimates (regression weights) in linear multilevel models of level 2 variables that are functions of level 1 variables, as for instance the cluster-mean of a certain property, e.g. the average income or the proportion of certain people in a neighborhood. To this end, a simulation study is used to determine the effect of varying cluster sizes and number of clusters. The results show that small cluster sizes can cause severe downward bias in estimated regression weights of aggregated level 2 variables. Bias does not decrease if the number of clusters (i.e. the level 2 units) increases.
first_indexed 2024-04-12T17:21:54Z
format Article
id doaj.art-a0097a761b764a3e93ba4656b0203cf1
institution Directory Open Access Journal
issn 1864-6956
2190-4936
language English
last_indexed 2024-04-12T17:21:54Z
publishDate 2016-06-01
publisher GESIS - Leibniz-Institute for the Social Sciences, Mannheim
record_format Article
series Methoden, Daten, Analysen
spelling doaj.art-a0097a761b764a3e93ba4656b0203cf12022-12-22T03:23:27ZengGESIS - Leibniz-Institute for the Social Sciences, MannheimMethoden, Daten, Analysen1864-69562190-49362016-06-011019710910.12758/mda.2016.005Cluster Size and Aggregated Level 2 Variables in Multilevel Models. A Cautionary NoteReinhard Schunck0GESIS – Leibniz Institute for the Social SciencesThis paper explores the consequences of small cluster size for parameter estimation in multilevel models. In particular, the interest lies in parameter estimates (regression weights) in linear multilevel models of level 2 variables that are functions of level 1 variables, as for instance the cluster-mean of a certain property, e.g. the average income or the proportion of certain people in a neighborhood. To this end, a simulation study is used to determine the effect of varying cluster sizes and number of clusters. The results show that small cluster sizes can cause severe downward bias in estimated regression weights of aggregated level 2 variables. Bias does not decrease if the number of clusters (i.e. the level 2 units) increases.https://mda.gesis.org/index.php/mda/article/view/2016.005/48multilevel modelinghierarchical linear modelsample sizesurvey researchcluster sampling
spellingShingle Reinhard Schunck
Cluster Size and Aggregated Level 2 Variables in Multilevel Models. A Cautionary Note
Methoden, Daten, Analysen
multilevel modeling
hierarchical linear model
sample size
survey research
cluster sampling
title Cluster Size and Aggregated Level 2 Variables in Multilevel Models. A Cautionary Note
title_full Cluster Size and Aggregated Level 2 Variables in Multilevel Models. A Cautionary Note
title_fullStr Cluster Size and Aggregated Level 2 Variables in Multilevel Models. A Cautionary Note
title_full_unstemmed Cluster Size and Aggregated Level 2 Variables in Multilevel Models. A Cautionary Note
title_short Cluster Size and Aggregated Level 2 Variables in Multilevel Models. A Cautionary Note
title_sort cluster size and aggregated level 2 variables in multilevel models a cautionary note
topic multilevel modeling
hierarchical linear model
sample size
survey research
cluster sampling
url https://mda.gesis.org/index.php/mda/article/view/2016.005/48
work_keys_str_mv AT reinhardschunck clustersizeandaggregatedlevel2variablesinmultilevelmodelsacautionarynote