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

[Luisa Carvalheiro]

Hi Steve,

Thanlks for reply and literature list. Here are 3 papers on  R2
calculations for Mixed Models:

M. Mittlbock, T. Waldhor. Adjustments for R2-measures for Poisson
regression models. Computational Statistics & Data Analysis 34 (2000)
461-472

M. Mittlbock Calculating adjusted R2 measures for Poisson regression
Models. Computer Methods and Programs in Biomedicine 68 (2002) 205–214

H. Liu,Y. Zheng and J. Shen. Goodness-of-fit measures of R2 for
repeated measures mixed effect models Journal of Applied Statistics.
35, 2008, 1081–1092


On Thu, Feb 18, 2010 at 1:46 AM, Steven J. Pierce <pierces1 at msu.edu> wrote:
> 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 Mittlb ock;  Waldh or 2000)?
>
> Luisa
>
>
>
>



-- 
Luisa Carvalheiro, PhD
Southern African Biodiversity Institute, Kirstenbosch Research Center, Claremont
& University of Pretoria
Postal address - SAWC Pbag X3015 Hoedspruit 1380, South Africa
telephone - +27 (0) 790250944
Carvalheiro at sanbi.org
lgcarvalheiro at gmail.com