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schang
2007 Jun 10
1
{nlme} Multilevel estimation heteroscedasticity
...ions per stratum
Formula: ~normexam | type
Parameter estimates:
Mxd Sngl
1.000000 1.034607
Number of Observations: 4059
Number of Groups: 65
Though, should I hypothesize that the variance on the normexam-
variable is larger on schools that have a higher average score on
intake-exams (schavg), I run into troubles. I'd use weights = varIdent
(form = ~ 1 | schavg), leading to:
heteroscedastic <- lme(fixed = normexam ~ standLRT,
data = Exam,
weights = varIdent(form = ~ 1 | schavg),
random = ~ 1 | school)
This leads to estimation problems. R tells me:
Error in lme.formula(fixe...