Replication data for: Empirical Strategies for Various Manifestations of Multilevel Data

Separate-subsample strategies have difficulties incorporating cross-subsample information, often crucial in time-series cross-section or panel contexts (subsamples small and/or cross-subsample information great) but less relevant in pools of independently random surveys (subsamples large; cross-sample information small).

Separate-subsample estimation also complicates retrieval of macro-level-effect estimates, although they remain obtainable and may not be substantively central. Pooled-sample estimation, conversely, struggles with stochastic specifications that differ across levels (e.g., stochastic linear interactions in binary dependent-variable models). Moreover, pooled-sample estimation that models coefficient variation in a theoretically reduced manner rather than allowing each subsample coefficient vector to differ arbitrarily can suffer misspecification ills insofar as this reduced specification is lacking.