ncvMLM {CR2}R Documentation

Testing for nonconstant variance (ncv)

Description

Function to detect heteroscedasticity in two-level random intercept models. Uses a generalization of the Breusch-Pagan-type (using squared residuals) and Levene-type test (using the absolute value of residuals). Note: this will not tell you if including random slopes are warranted (for that, use the robust_mixed) function and compare differences in model-based and robust standard errors.

Usage

ncvMLM(mx, bp = TRUE)

Arguments

mx

The lme or merMod model object.

bp

Computes a Breusch-Pagan-type test (TRUE). If FALSE computes a Levene-type test.

Value

A p-value (p < .05 suggests heteroskedasticity).

References

Huang, F., Wiedermann, W., & Zhang, B. (2022). Accounting for Heteroskedasticity Resulting from Between-group Differences in Multilevel Models. Multivariate Behavioral Research.

Examples

require(lme4)
data(sch25)
ncvMLM(lmer(math ~ byhomewk + male + ses + (1|schid), data = sch25)) #supported
ncvMLM(lmer(math ~ byhomewk + male + ses + minority + (1|schid), data = sch25)) #hetero

[Package CR2 version 0.1.1 Index]