[R-sig-ME] R2 measure in mixed models?

Steven J. Pierce pierces1 at msu.edu
Thu Feb 18 00:46:50 CET 2010


Luisa,

I'm not aware of any packages for that, but I'd like the full citation for
the paper you mentioned. In exchange, here are some citations for other
papers about R-square measures in multilevel models that I've found.

Edwards, L. J., Muller, K. E., Wolfinger, R. D., Qaqish, B. F., &
Schabenberger, O. (2008). An R2 statistic for fixed effects in the linear
mixed model. Statistics in Medicine, 27(29), 6137-6157. doi:
10.1002/sim.3429

Gelman, A., & Pardoe, I. (2006). Bayesian measures of explained variance and
pooling in multilevel (hierarchical) models. Technometrics, 48(2), 241-251.
doi: 10.1198/004017005000000517

Kramer, M. (2005). R2 statistics for mixed models. Proceedings of the
Conference on Applied Statistics in Agriculture, 17, 148-160. Retrieved from
http://www.ars.usda.gov/sp2UserFiles/ad_hoc/12000000SpatialWorkshop/19Kramer
SupplRsq.pdf

Merlo, J., Yang, M., Chaix, B., Lynch, J., & Råstam, L. (2005). A brief
conceptual tutorial on multilevel analysis in social epidemiology:
investigating contextual phenomena in different groups of people. Journal of
Epidemiology and Community Health, 59(9), 729-736. doi:
10.1136/jech.2004.023929

Orelien, J. G., & Edwards, L. J. (2008). Fixed-effect variable selection in
linear mixed models using R2 statistics. Computational Statistics & Data
Analysis, 52(4), 1896-1907. doi: 10.1016/j.csda.2007.06.006

Roberts, J. K., & Monaco, J. P. (2006, April). Effect size measures for the
two-level linear multilevel model.  Paper presented at the annual meeting of
the American Educational Research Association, San Francisco, CA. Retrieved
from http://www.hlm-online.com/papers/HLM_effect_size.pdf

Snijders, T. A. B., & Bosker, R. J. (1994). Modeled variance in two-level
models. Sociological Methods & Research, 22(3), 342-363. doi:
10.1177/0049124194022003004

Snijders, T. A. B., & Bosker, R. J. (1999). Multilevel analysis. London, UK:
Sage.
Xu, R. (2003). Measuring explained variation in linear mixed effects models.
Statistics in Medicine, 22(22), 3527-3541. doi: 10.1002/sim.1572



Steven J. Pierce
Associate Director
Center for Statistical Training & Consulting (CSTAT)
Michigan State University
178 Giltner Hall
East Lansing, MI 48824
Web: http://www.cstat.msu.edu


-----Original Message-----
From: Luisa Carvalheiro [mailto:lgcarvalheiro at gmail.com] 
Sent: Wednesday, February 17, 2010 6:00 AM
To: r-sig-mixed-models at r-project.org
Subject: [R-sig-ME] R2 measure in mixed models?

Dear mixed modelers,

Is there any package for calculating R2 measures for mixed models in R (e.g.
using the measure proposed by Mittlbock; Waldhor 2000)?

Luisa




More information about the R-sig-mixed-models mailing list