Random Coefficient Models for Multilevel Analysis

Jan De Leeuw, Ita Kreft
We propose a possible statistical model for both contextual analysis and slopes as outcomes analysis. These techniques have been used in multilevel analysis for quite some time, but a precise specification of the regression models has not been given before. We formalize them by proposing a random coefficient regression model, and we investigate its statistical properties in some detail. Various estimation methods are reviewed and applied to a Dutch school-career example.
2006-09-01