How can I calculate confidence intervals in MLwiN?
You can calculate the confidence intervals by multiplying the standard errors of the parameters by the appropriate amount using the Calculate window (available from the Data Manipulation menu) or the CALC command, or in a different package of your choice, or using a pocket calculator. The standard errors can be found in the Equations window displayed in brackets after the parameter estimate. If you have many parameters, you may find it quicker to use a macro. There is a macro available on our website which will calculate the z-ratios and confidence intervals. If you want to write your own, then information on where the standard errors are stored in the worksheet can be found here If you are using MCMC, then instead of confidence intervals based on standard errors and the assumption that the sampling distribution of each parameter is Normal, you may want confidence intervals derived from quantiles of the chains of parameter estimates. These can be obtained by selecting Trajectories from
