Heteroscedasticity

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RinaStatistics
Posts: 4
Joined: Tue Oct 02, 2018 9:45 am

Heteroscedasticity

Post by RinaStatistics » Tue Oct 30, 2018 6:25 pm

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.

billb
Posts: 111
Joined: Fri May 21, 2010 1:21 pm

Re: Heteroscedasticity

Post by billb » Tue Nov 06, 2018 10:21 am

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.

TinaNamdev
Posts: 1
Joined: Tue Dec 04, 2018 5:15 am

Re: Heteroscedasticity

Post by TinaNamdev » Tue Dec 04, 2018 8:19 am

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

Brinkley
Posts: 1
Joined: Fri Mar 01, 2019 10:17 am

Re: Heteroscedasticity

Post by Brinkley » Sat Mar 02, 2019 2:25 pm

That would save so much time! I'm guessing nothing like that exists judging by the lack of responses?

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