



More generally, is there anything terribly problematic about this? I have seen few multilevel IV estimates - although Gelman has a paper on this and discusses it in Gelman and Hill - and exactly zero using multilevel GLMs. I'd rather not try to implement this in Stan or BUGS. Has anyone seen an implementation of something like this in statistical software packages? Stata's xtivreg does not implement binary dependent variables. Given that the "second stage" of the multilevel IV is a binary logistic regression (insofar as the dependent variable is binary), am I erroneously trying to estimate Woolridge's "Forbidden Regression?" It is my understanding that if the first stage is either also binary logistic or OLS I have a consistent estimator. as implemented in xtivreg in Stata) simply OLS or should it be estimated via multilevel regression as well? Is the first stage of instrumental variables regression with multilevel modeling (e.g. Is there anything inherently wrong with instrumenting a cross-level interaction that differs from instrumenting an interaction in OLS? I am not aware of any issues. This entry was posted on Septemat 7:01 pm and is filed under Uncategorized with. I don’t know if that important but it made me happy to hear my beloved song in max payne’s movie trailer. I have hierarchical data where individuals ($i$) are nested in groups ($j$) and am interested in examining the degree to which a continuous group-level variable ($X_j$) moderates the effect of a continuous individual-level variable ($W_$ is exogenous. Marilyn manson’s If I was your vampire in max payne’s trailer.
