Standard Errors Under MLR in Two-leve... PreviousNext
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 James Algina posted on Friday, November 08, 2013 - 7:36 am
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.


 Tihomir Asparouhov posted on Friday, November 08, 2013 - 9:01 am
Formula (4) in
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.)
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