This article considers inference about the variance of coefficients in time-varying parameter models with stationary regressors. The Gaussian maximum likelihood estimator (MLE) has a large point mass ...

Where can I find the random parameter matrix in MLwiN? How do I use this to work out the residual ('unexplained') variance at each level? Variances and covariances are stored in column c1096. (See ...

A convenient summary of the 'importance' of schools is the proportion of the total variance accounted for, which we will call the 'variance partition coefficient' (VPC) given by the formula: and in ...