Cluster effects and simultaneity in multilevel models
研究了多水平模型中当随机聚类效应与解释变量相关时，GLS估计量在小群体下有偏且不一致，而固定效应方法能提供斜率参数的一致估计，并扩展到两阶段估计程序处理联立性问题。
For small group sizes, the GLS estimator in multilevel models is biased and inconsistent when the random cluster effects are correlated with the regressors. A fixed effects approach, conditioning on the cluster effects, provides consistent estimates for the slope parameters. The two estimators are equivalent when group sizes are large. The same results obtain for two-stage estimation procedures that allow for some of the regressors to be simultaneously determined with the dependent variable. The GLS and fixed effects estimators are applied to data on acute care hospital utilization in the UK, allowing for health authority district effects. © 1997 John Wiley & Sons, Ltd.