Principles of multilevel modelling
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Open Access
- 1 February 2000
- journal article
- review article
- Published by Oxford University Press (OUP) in International Journal of Epidemiology
- Vol. 29 (1), 158-167
- https://doi.org/10.1093/ije/29.1.158
Abstract
Background Multilevel modelling, also known as hierarchical regression, generalizes ordinary regression modelling to distinguish multiple levels of information in a model. Use of multiple levels gives rise to an enormous range of statistical benefits. To aid in understanding these benefits, this article provides an elementary introduction to the conceptual basis for multilevel modelling, beginning with classical frequentist, Bayes, and empirical-Bayes techniques as special cases. The article focuses on the role of multilevel averaging (‘shrinkage’) in the reduction of estimation error, and the role of prior information in finding good averages.Keywords
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