Unbiased Estimation of Central Moments in Unbalanced Two- and Three-Level Models

Authors: Dan Ben-Moshe, David Genesove

Year: 2026

econ.EM

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2026
Published
2
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Abstract

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.

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