[R-sig-ME] Heteroskedasticity & Serial Correlation in Linear Mixed Models (lmer)

[Amir Najafi Marghmaleki]

Hi,
The errors terms of this LMM example is heteroskedastic and almost certainly serially correlated:
    if (!require("pacman")) install.packages("pacman")

    pacman::p_load(lme4)

    library(gapminder)

    fit.lmm <- lmer( log(lifeExp) ~ log(pop) + log(gdpPercap) +
                   (1|year) + (1|country), data = gapminder)

    plot(fit.lmm)

Is there a way to deal with heteroskedasticity, serial correlation & cross-sectional dependence in linear mixed models?

Regards,


Amir Najafi | PhD Candidate (Political Economy)
University of Technology Sydney
amir.najafi using student.uts.edu.au<mailto:amir.najafi using student.uts.edu.au>



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