Применение многоуровневого регрессионного моделирования к межстрановым данным (на примере генерализованного доверия)

Социология: методология, методы, математическое моделирование. 2016. № 43. С. 7–62.

Vólchenko O., Shirokanova A.

The paper deals with multilevel regression modelling (MLM) as a method preferred to the ordinary least-squares regression in the analysis of comparative data with hierarchical data structure. We present substantive reasons (contextual sources of heterogeneity, causal heterogeneity, and generalisability of results) and statistical reasons (obtaining more precise and reliable estimates) for multilevel modelling. We also provide an overview of MLM implementation in several statistical packages. Using the cross-national World Values Survey (WVS) data, we outline a step-by-step procedure for building and fitting a two-level linear regression model of generalized trust on educational attainment levels (the “null” model, the fixed-intercept model, the random-intercept model, the random-intercept random-slope model, the model with a country-level predictor, and the cross-level interaction model). Then we describe and compare existing goodness-of-fit measures for MLM (AIC, BIC, maximum likelihood functions, and pseudo-R2). We also demonstrate robustness check techniques for multilevel models (visualization, Cook’s distance, and DFBETAs). In the final section, we overview alternative approaches to multilevel modelling when dealing with hierarchical data (cluster robust standard errors, generalized estimating equations, country fixed effects, country means, and aggregation) as currently practiced in comparative cross-national social science research. The replicable R code is attached.

Keywords: доверие, сравнительные исследования, trust, регрессионный анализ, regression analysis, World Values Survey, Всемирное исследование ценностей, multilevel regression analysis, многоуровневый регрессионный анализ, многоуровневое моделирование, R language, comparative research, WVS, hierarchical models, иерархические модели, WVS, язык программирования R, multilevel modelling

Publication based on the results of: Эволюция культур сквозь призму трансформации личностной мотивации (2017)