Search found 2 matches

by jrachele
Thu Apr 12, 2018 2:00 pm
Forum: MLwiN user forum
Topic: Confidence intervals for variance function
Replies: 3
Views: 5233

Re: Confidence intervals for variance function

Hi Bill, Thanks for much for your prompt reply. Yes, I used MCMC estimation, and I'm able to get a credible interval for the variance function for when X=0 (i.e., variance of cons), which I can get from the MCMC diagnostics window, or from the results table of the stored model. However, I'm trying t...
by jrachele
Thu Apr 12, 2018 4:04 am
Forum: MLwiN user forum
Topic: Confidence intervals for variance function
Replies: 3
Views: 5233

Confidence intervals for variance function

Hi there, I've estimated some random coefficient models in mlwin, and used the variance function window to estimate level 2 variance for a binary independent variable, and so have a result and result se for when my independent variable is 0 or 1. My question is, can I calculate a confidence interval...