Standard Errors Under MLR in Two-leve... PreviousNext
Mplus Discussion > Multilevel Data/Complex Sample >
Message/Author
 James Algina posted on Friday, November 08, 2013 - 1:36 pm
Are standard errors under MLR in two-level models computed using the approach in Section 3 of Yuan and Bentler (2002). ON NORMAL THEORY BASED INFERENCE FOR MULTILEVEL MODELS WITH DISTRIBUTIONAL VIOLATIONS. Psychometrika. If not, would you provide a reference to the method used by Mplus.

Thanks

Jamie
 Tihomir Asparouhov posted on Friday, November 08, 2013 - 3:01 pm
Formula (4) in
http://statmodel.com/download/SurveyJSM1.pdf
gives the MLR SE and it is indeed the same as what is used in Yuan and Bentler (2002).

The original reference for that approach is

White, Halbert (1980), "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity", Econometrica 48 (4): 817–838,

These standard errors are known as the Huber–White standard errors or robust standard errors because they are more accurate under model and distributional misspecification. This robust approach can be applied to any model (multilevel or multivariate etc.)
Back to top
Add Your Message Here
Post:
Username: Posting Information:
This is a private posting area. Only registered users and moderators may post messages here.
Password:
Options: Enable HTML code in message
Automatically activate URLs in message
Action: