Unbiased Estimation of Central Moments in Unbalanced Two- and Three-Level Models
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arXiv
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| Format: | Preprint |
| Published: |
2026
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| _version_ | 1866914432268894208 |
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| author | Ben-Moshe, Dan Genesove, David |
| author_facet | Ben-Moshe, Dan Genesove, David |
| contents | This paper derives closed-form unbiased estimators of central moments in multilevel random-effects models with unbalanced group sizes. In a two-level model, we provide unbiased estimators for the second, third, and fourth central moments under both group-level and observation-level averaging. In a three-level model, we provide unbiased estimators for the second and third central moments. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_03469 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Unbiased Estimation of Central Moments in Unbalanced Two- and Three-Level Models Ben-Moshe, Dan Genesove, David Econometrics This paper derives closed-form unbiased estimators of central moments in multilevel random-effects models with unbalanced group sizes. In a two-level model, we provide unbiased estimators for the second, third, and fourth central moments under both group-level and observation-level averaging. In a three-level model, we provide unbiased estimators for the second and third central moments. |
| title | Unbiased Estimation of Central Moments in Unbalanced Two- and Three-Level Models |
| topic | Econometrics |
| url | https://arxiv.org/abs/2602.03469 |