Page 1 of 1

Heteroscedasticity

Posted: Tue Oct 30, 2018 6:25 pm
by RinaStatistics
Hi,

I wonder if there exists some kind of thumb-rule for finding which level-1 predictors should be allowed to have heterogeneity in the random part. In the book "Developing multilevel models for analyzing contextuality, heterogeneity and change using MLwiN3" on page 78-79 it only says that increasing of standard error show that something is misspecified.
Thank you for the help.

Re: Heteroscedasticity

Posted: Tue Nov 06, 2018 10:21 am
by billb
Hi Rina,
Presumably you can do a likelihood ratio test between the models with and without heterogeneity and keep those predictors that make a significant difference in the random part?
Best wishes,
Bill.

Re: Heteroscedasticity

Posted: Tue Dec 04, 2018 8:19 am
by TinaNamdev
I wonder if there exists some kind of thumb-rule for finding which level-1 predictors should be allowed to have heterogeneity in the random part