compute L2 residuals from L1 and shrinkage

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Posts: 27
Joined: Fri Dec 17, 2010 11:24 am

compute L2 residuals from L1 and shrinkage

Post by gilleecl »


Just another question I wonder if someone could advise on... In order to fully understand how residuals are computed, I was attempting to compute my L2 residuals by hand, i.e. by taking the average of the L1 residuals and multiplying this by a shrinkage factor. However, I don't arrive at the correct L2 residual given by MLwiN (or HLM for that matter which gives same value as MlWin). I was using the shrinkage factor as follows: sigma u sq / (sigma u2 + (sigma e2 / nj)). Could anyone advice on where I might be going wrong?

thanks alot,
Lorraine Gilleece
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