## Search found 140 matches

Tue Apr 24, 2018 10:48 am
Forum: MLwiN user forum
Topic: Heteroscedasticity and robust standard errors
Replies: 1
Views: 2491

### 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.
Mon Apr 16, 2018 8:56 am
Forum: MLwiN user forum
Topic: Testing Nested Models
Replies: 2
Views: 3087

### Re: Testing Nested Models

Hi Nick, That's quite tricky. If you are using classical estimation then you can do an approximate Wald test though this isn't so great as assumes normality for the variance parameter. Alternatively you can use the DIC diagnostic with MCMC estimation although again this is not universally liked but ...
Thu Apr 12, 2018 2:33 pm
Forum: MLwiN user forum
Topic: Confidence intervals for variance function
Replies: 3
Views: 3480

### Re: Confidence intervals for variance function

Hi Jerome, If you look at my MCMC book then in section 4.9 I describe how one works out estimates and confidence intervals for functions of parameters - in this case a VPC and so you could do something similar. Perhaps an even easier solution is to to reparameterise your model so that you don't have...
Thu Apr 12, 2018 1:44 pm
Forum: MLwiN user forum
Topic: Confidence intervals for variance function
Replies: 3
Views: 3480

### Re: Confidence intervals for variance function

Hi Jerome, It's not usually the case that variances follow normal distributions but you would get an approximate interval using the SE. If you used MCMC estimation then you could get a chain of variance functions and thus an empirical credible interval for the 2 variances. Don't know if that is help...
Thu Feb 22, 2018 8:42 am
Forum: MLwiN user forum
Topic: MLPowSim macro not working in MLWin
Replies: 3
Views: 3322

### Re: MLPowSim macro not working in MLWin

Hi Michael, Thanks for the query. Always good to hear people using MLPowSim even if they aren't having much success. I can't really diagnose the issue as you have only sent some of the files through and I suspect setup.txt is the one to look at. I wonder whether the issue is the number of state cate...
Wed Jan 24, 2018 2:08 pm
Forum: R2MLwiN user forum
Topic: Relatively simple MCMC logistic model needs many iterations
Replies: 3
Views: 3379

### Re: Relatively simple MCMC logistic model needs many iterations

My email address is on the CMM website team page.
Best wishes,
Bill.
Wed Jan 24, 2018 2:06 pm
Forum: R2MLwiN user forum
Topic: How to check hierarchy in complex cross-clasified structure
Replies: 3
Views: 3437

### Re: How to check hierarchy in complex cross-clasified structure

Hi Gesine, The point is that they don't need to be recognized for the model to fit correctly - again you should have unique IDs so don't have classT1 = 1 in school 1 and classT1 = 1 in school 2 or they'll be treated as the same class. The MCMC algorithm unlike the IGLS algorithm doesn't rely on nest...
Wed Jan 24, 2018 1:47 pm
Forum: R2MLwiN user forum
Topic: How to check hierarchy in complex cross-clasified structure
Replies: 3
Views: 3437

### Re: How to check hierarchy in complex cross-clasified structure

Hi Gerine, If you are using MCMC for your cross-classified model then the software doesn't need to know nestings as nested classifications are just a special case of the more general crossed classification. The only thing you have to be careful of is with regard how you label your units so things wi...
Wed Jan 24, 2018 1:40 pm
Forum: R2MLwiN user forum
Topic: Relatively simple MCMC logistic model needs many iterations
Replies: 3
Views: 3379

### Re: Relatively simple MCMC logistic model needs many iterations

Hi Gerine, This is an interesting email and sounds like you may have specific features of your dataset that are causing these convergence difficulties. I'd happily take a look if it helps? A 3-level model isn't what I'd define as 'relatively simple' and it may be that you do not have much if any var...
Thu Nov 30, 2017 1:01 pm
Forum: MLwiN user forum
Topic: Power/Effective Sample Size
Replies: 5
Views: 5843

### Re: Power/Effective Sample Size

Hi Jillian, I think you have got yourself completely confused here due to the use of the term 'effective sample size' for two totally unrelated concepts. In MCMC estimation, being a simulation-based procedure, the user has to run the technique for a large number of iterations to get estimates that a...