This article challenges Fixed Effects (FE) modeling as the ‘default’ for time-series-cross-sectional and panel data. Understanding different within and between effects is crucial when choosing modeling strategies. The downside of Random Effects (RE) modeling—correlated lower-level covariates and higher-level residuals—is omitted-variable bias, solvable with Mundlak's (1978a) formulation. Consequently, RE can provide everything that FE promises and more, as confirmed by Monte-Carlo simulations, which additionally show problems with Plümper and Troeger's FE Vector Decomposition method when data are unbalanced. As well as incorporating time-invariant variables, RE models are readily extendable, with random coefficients, cross-level interactions and complex variance functions. We argue not simply for technical solutions to endogeneity, but for the substantive importance of context/heterogeneity, modeled using RE. The implications extend beyond political science to all multilevel datasets. However, omitted variables could still bias estimated higher-level variable effects; as with any model, care is required in interpretation.

This paper assesses the options available to researchers analysing multilevel (including longitudinal) data, with the aim of supporting good methodological decision-making. Given the confusion in the literature about the key properties of fixed and random effects (FE and RE) models, we present these models’ capabilities and limitations. We also discuss the within-between RE model, sometimes misleadingly labelled a ‘hybrid’ model, showing that it is the most general of the three, with all the strengths of the other two. As such, and because it allows for important extensions—notably random slopes—we argue it should be used (as a starting point at least) in all multilevel analyses. We develop the argument through simulations, evaluating how these models cope with some likely mis-specifications. These simulations reveal that (1) failing to include random slopes can generate anti-conservative standard errors, and (2) assuming random intercepts are Normally distributed, when they are not, introduces only modest biases. These results strengthen the case for the use of, and need for, these models.

Context: Age, period and birth cohort (APC) effects have been known for decades in biological, health and social sciences. However, exact collinearity between these three (Age = Year – Birth Year) leads to difficulty estimating these effects. It is thus impossible to estimate linear components of these effects without strong assumptions about at least one of these. This is problematic for anyone interested in APC patterns. Attempts to ‘solve’ this identification problem without strong assumptions are, in fact, making hidden unintended assumptions. Objective: Provide an overview of what APC effects are and the nature of the identification problem, before reviewing and critiquing methodological literature across the health and social sciences. I also present an argument for what researchers should do. Method: Non-systematic review of methodological literature across health and social sciences. Results: Recommendations include considering non-linearities around linear APC effects and stating strong and explicit theory-based assumptions. Mechanical solutions to the identification problem do not work. Conclusion: These recommendations acknowledge there is a ‘line of solutions’ of possible combinations of APC effects, and not a single answer that can be estimated empirically. None of these methods solve the identification problem – rather they acknowledge that methods are limited by assumptions.

Intersectional multilevel analysis of individual heterogeneity and discriminatory accuracy (I-MAIHDA) is an innovative approach for investigating inequalities, including intersectional inequalities in health, disease, psychosocial, socioeconomic, and other outcomes. I-MAIHDA and related MAIHDA approaches have conceptual and methodological advantages over conventional single-level regression analysis. By enabling the study of inequalities produced by numerous interlocking systems of marginalization and oppression, and by addressing many of the limitations of studying interactions in conventional analyses, intersectional MAIHDA provides a valuable analytical tool in social epidemiology, health psychology, precision medicine and public health, environmental justice, and beyond. The approach allows for estimation of average differences between intersectional strata (stratum inequalities), in-depth exploration of interaction effects, as well as decomposition of the total individual variation (heterogeneity) in individual outcomes within and between strata.

Whilst some argue that a solution to the age-period-cohort (APC) 'identification problem' is impossible, numerous methodological solutions have been proposed, including Yang and Land's Hierarchical-APC (HAPC) model: a multilevel model considering periods a