Htest {MLMusingR} | R Documentation |
Test for homoskedasticity at level one
Description
Based on Raudenbush and Bryk (2002) and Hoffman (2007). A statistically significant Chisq indicates heteroskedasticity. Output shows the H statistic, degrees of freedom, and p value.
Usage
Htest(newdata, fml, group)
Arguments
newdata |
data to be used. |
fml |
level 1 formula. |
group |
grouping variable (in quotes). |
Value
Returns a data frame which contains:
H |
The computed H statistic. |
df |
The degrees of freedom. |
p |
The p-value (< .05 indicates heteroskedasticity is present). |
References
Hoffman, L. (2007). Multilevel models for examining individual differences in within-person variation and covariation over time. Multivariate Behavioral Research, 42(4), 609–629.
Raudenbush, S., & Bryk, A. (2002). Hierarchical linear models: Applications and data analysis methods (2nd ed.). Sage.
Examples
set.seed(123)
x1 <- rnorm(400)
y <- x1 * .3 + rnorm(400)
gr <- rep(1:20, each = 20)
dat <- data.frame(x1, y, gr)
Htest(dat, y ~ x1, 'gr') #no violation
y <- x1 * .3 + rnorm(400, 0, sqrt(x1^2)) #add violation
dat <- data.frame(x1, y, gr)
Htest(dat, y ~ x1, 'gr')
[Package MLMusingR version 0.3.2 Index]