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Modeling Heteroscedasticity

Posted: Wed Jan 22, 2014 8:44 pm
by TinoNsenene1
Dear all,

for a twolevel model, my research hypotheses suggest that not only the effect of a level-1 variable is moderated by a level-2 variable, but also the residuals of this crosslevel interaction term may be a function of a level-2 variable.

Stated differently, I am interested not only in modeling the expected mean of the level-1 random slope (which is the familiar cross-level interaction), but also its residual variance, or heteroscedasticity.

Could such a mean and dispersion model be fitted using the Mlwin software? Could this be done via the graphical user interface?

Best,
Tino

Re: Modeling Heteroscedasticity

Posted: Mon Jan 27, 2014 2:15 pm
by ChrisCharlton
It might be worth reading through chapter 7 of the MLwiN user guide (http://www.bristol.ac.uk/cmm/software/m ... al-web.pdf) to see whether this covers the kind of model that you are interested in, as this seems closest to what you describe.