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Re: st: 3-level model for crime victimization
From
"JVerkuilen (Gmail)" <[email protected]>
To
[email protected]
Subject
Re: st: 3-level model for crime victimization
Date
Tue, 25 Sep 2012 20:16:12 -0400
Oh, whoops, I thought that the neighborhood was a level 3 unit with
some sub-district being a level 2! Yes if there isn't a level 3
because it's one city, there's nothing to fit.
Yes it's definitely a small sample for a multilevel model, but not out
of bounds of reality assuming the sample sizes are reasonably equal.
I've run fully Bayesian models and ML models with modest higher level
DF and have had quite reasonable results for random intercepts.
However it's quite likely to fail with many level 2 covariates.
Clustered robust or clustered bootstrapping is probably the most
straightforward thing to do, with a dummy for each district.
On Tue, Sep 25, 2012 at 11:59 AM, Joerg Luedicke
<[email protected]> wrote:
> If there are 8 neighborhoods in 1 city then the level-3 sample size
> would be 1! As a result you would throw a bunch of constants in your
> model which does not make sense. Besides, a level-2 sample size of 8
> is very small (at least for the standard likelihood based methods) and
> is usually problematic with respect to point and variance estimates of
> the fixed effects as well as the varying intercept/coefficient
> variation. I believe this is discussed in any multilevel textbook.
>
> Joerg
>
> On Tue, Sep 25, 2012 at 10:45 AM, JVerkuilen (Gmail)
> <[email protected]> wrote:
>> On Tue, Sep 25, 2012 at 9:41 AM, Erik Alda <[email protected]> wrote:
>>> Dear Statalisters
>>>
>>> I am running a, so far, 2 level model on crime victimization using a survey
>>> of 8 neighborhoods in a large city in Brazil. The firs level is individual
>>> level predictors and the second level is neighborhood level predictors.
>>> Since the survey is not representative of the whole municipality, would I be
>>> able to include a 3rd level with citywide variables to estimate the effect
>>> of policy?
>>
>> I don't see why you can't include it though your level 3 N is somewhat
>> small. As long as the sample sizes per neighborhood aren't reasonably
>> even it should run OK, though. The fact that the survey isn't
>> representative is a study limitation and affects what conclusions you
>> can draw from it, but that's separate from whether there's level 3
>> heterogeneity in the sample you do have. In some cases having the
>> external generalizability of a a representative sample is mandatory.
>> In other case it's not.
>>
>>
>> --
>> JVVerkuilen, PhD
>> [email protected]
>>
>> "Out beyond ideas of wrong-doing and right-doing there is a field.
>> I'll meet you there. When the soul lies down in that grass the world
>> is too full to talk about." ---Rumi
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--
JVVerkuilen, PhD
[email protected]
"Out beyond ideas of wrong-doing and right-doing there is a field.
I'll meet you there. When the soul lies down in that grass the world
is too full to talk about." ---Rumi
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/