Hello,
I was wondering whether there was a way to implement the calculation of robust standard errors when using MCMC in MLwiN?
Thank you,
Heteroscedasticity and robust standard errors
Re: Heteroscedasticity and robust standard errors
Hi,
I am not sure precisely what model and what robust ses you refer to here. Generally in MCMC one would look at credible intervals if one wanted to get confidence intervals that are not restricted to normality so perhaps just use them.
Bill.
I am not sure precisely what model and what robust ses you refer to here. Generally in MCMC one would look at credible intervals if one wanted to get confidence intervals that are not restricted to normality so perhaps just use them.
Bill.