Two-step hierarchical estimation: Beyond regression analysis

被引:63
作者
Achen, CH [1 ]
机构
[1] Princeton Univ, Dept Polit, Princeton, NJ 08544 USA
关键词
D O I
10.1093/pan/mpi033
中图分类号
D0 [政治学、政治理论];
学科分类号
0302 ; 030201 ;
摘要
Two-step estimators for hierarchical models can be constructed even when neither stage is a conventional linear regression model. For example, the first stage might consist of probit models, or duration models, or event count models. The second stage might be a nonlinear regression specification. This note sketches some of the considerations that arise in ensuring that two-step estimators are consistent in such cases.
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页码:447 / 456
页数:10
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