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Testing variance components based on STATA output

estimate st.error obs z *p-value


two-level hlm z-test

residuals Level 1 0.964542 0.004383 220.0793 0.0000


intercepts Level 2 0.018589 0.002972 6.255729 0.0000
slope Level 2 39.14 0.011149 3510.692 0.0000
cov(I,S) Level 2 #DIV/0! #DIV/0!

*p-values for variances are associated with one-tailed test given that variances cannot be negativ
p-value for covariance between variance components (i.e., intercept and slope) is two-tailed (sinc
See Heck et al. (2014) for discussion of one-versus two-tailed testing of variance components.
at variances cannot be negative,
pt and slope) is two-tailed (since covariance can be positive or negative)
ng of variance components.

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