Unbiased Estimation of Central Moments in Unbalanced Two- and Three-Level Models
Econometrics
2026-04-01 v2
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.
Cite
@article{arxiv.2602.03469,
title = {Unbiased Estimation of Central Moments in Unbalanced Two- and Three-Level Models},
author = {Dan Ben-Moshe and David Genesove},
journal= {arXiv preprint arXiv:2602.03469},
year = {2026}
}