Accurate standard errors in multilevel modeling with heteroscedasticity
A computationally more efficient jackknife technique
Publication date
2023-07-21
Document type
Forschungsartikel
Author
Organisational unit
Publisher
MDPI
Series or journal
Psych
ISSN
Periodical volume
5
Periodical issue
3
First page
757
Last page
769
Peer-reviewed
✅
Part of the university bibliography
✅
Language
English
Abstract
In random-effects models, hierarchical linear models, or multilevel models, it is typically assumed that the variances within higher-level units are homoscedastic, meaning that they are equal across these units. However, this assumption is often violated in research. Depending on the degree of violation, this can lead to biased standard errors of higher-level parameters and thus to incorrect inferences. In this article, we describe a resampling technique for obtaining standard errors—Zitzmann’s jackknife. We conducted a Monte Carlo simulation study to compare the technique with the commonly used delete-1 jackknife, the robust standard error in Mplus, and a modified version of the commonly used delete-1 jackknife. Findings revealed that the resampling techniques clearly outperformed the robust standard error in rather small samples with high levels of heteroscedasticity. Moreover, Zitzmann’s jackknife tended to perform somewhat better than the two versions of the delete-1 jackknife and was much faster.
Version
Published version
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