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by econsic1976
Fri Oct 05, 2012 10:27 am
Forum: MLwiN user forum
Topic: Residuals prediction and covariance-variance
Replies: 1
Views: 4053

Residuals prediction and covariance-variance

Hello,
I have tried to do the prediction of the residuals at level two for intercept and slope (i.e. u0j and u1j):

Yij = b0j + b1j xij + ei
b0j= b0 + u0j
b1j= b1 + u1j

and after I have calculated cov(u0j; u1j) and var(u0j) on the predicted values. They result different from the corresponding ...