A review of multilevel theory for ecologic analyses

This paper reviews multilevel and conventional models for the analysis of ecologic (group, aggregate) data. It emphasizes the non-separability of contextual (group-level) effects and individual-level effects that arises from the multilevel structure of the underlying effects. Contrary to common misperceptions, this problem afflicts ecologic studies in which the sole objective is to estimate contextual effects, as well as studies in which the objective is to estimate individual effects. Multilevel effects also severely complicate causal interpretations of model coefficients.