Heteroscedasticity
Posted: 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.
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.