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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

Re: Heteroscedasticity

Posted: Sat Mar 02, 2019 2:25 pm
by Brinkley
TinaNamdev wrote: Tue Dec 04, 2018 8:19 am I wonder if there exists quality product like these mig welders and some kind of thumb-rule for finding which level-1 predictors should be allowed to have heterogeneity in the random part
That would save so much time! I'm guessing nothing like that exists judging by the lack of responses?