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Political Analysis Advance Access originally published online on August 17, 2005
Political Analysis 2005 13(4):447-456; doi:10.1093/pan/mpi033
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© The Author 2005. Published by Oxford University Press on behalf of the Society for Political Methodology. All rights reserved. For Permissions, please email: journals.permissions@oupjournals.org

Two-Step Hierarchical Estimation: Beyond Regression Analysis

Christopher H. Achen

Department of Politics, Princeton University, Princeton, NJ 08544

e-mail: achen{at}princeton.edu

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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