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The influence of misspecification of the heteroscedasticity on multilevel regression parameter and standard error estimates

van der Heijden, Peter G.M., Moerbeek, Mirjam, Maas, Cora J.M. and Korendijk, Elly J.H. (2008) The influence of misspecification of the heteroscedasticity on multilevel regression parameter and standard error estimates Methodology: European Journal of Research Methods for the Behavioral and Social Sciences, 4, (2), pp. 67-72. (doi:10.1027/1614-2241.4.2.67).

Record type: Article

Abstract

Like in ordinary regression models, in multilevel analysis, homoscedasticity of the residual variances is an assumption that is mostly unchecked. However, in experimental research, the residual variance component at level two may differ in the experimental and the control condition, leading to heteroscedastic second level variances. Using a simulation study, the consequences of ignoring second level heteroscedasticity on the estimation of the fixed and random parameters and their standard errors was investigated. It was found that the standard error of the second level variance is underestimated, but that the estimated fixed parameters of the independent variables, the first level variance and their standard errors are mostly unbiased.

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More information

Published date: 2008
Keywords: heteroscedasticity, homoscedasticity, heterogeneous variances, multilevel analysis, cluster randomized trials, simulation
Organisations: Statistical Sciences Research Institute

Identifiers

Local EPrints ID: 344676
URI: http://eprints.soton.ac.uk/id/eprint/344676
ISSN: 1614-1881
PURE UUID: 563198fb-4a6e-448f-b94f-310ca14fcfab

Catalogue record

Date deposited: 26 Oct 2012 13:53
Last modified: 18 Jul 2017 05:14

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Contributors

Author: Mirjam Moerbeek
Author: Cora J.M. Maas
Author: Elly J.H. Korendijk

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