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

Juliet Hannah juliet.hannah at gmail.com
Tue Mar 2 00:59:46 CET 2010


Hi David,

How would you go about summarizing the how much variation a SNP (fixed effect)
explains (in the mixed model setting)/ or the "strength" of the SNP.

Thanks,

Juliet

On Mon, Mar 1, 2010 at 6:39 PM, David Duffy <David.Duffy at qimr.edu.au> wrote:
> On Mon, 1 Mar 2010, Juliet Hannah wrote:
>
>> How does one try and summarize the "strength" of a fixed effect in the
>> mixed model setting?
>>
>> It is this question that had led me to try and understand the various
>> pseudo R-squares.
>>
>> I'm curious how others do this (for any definition of strength).
>>
>> On Fri, Feb 26, 2010 at 10:27 AM, Nick Isaac <njbisaac at googlemail.com>
>> wrote:
>>>
>>> Thanks for these pertinent comments.
>>>
>>> I can't comment on the motivation for the original post. I have always
>>> felt
>>> that a single dimensionless Rsq was fairly meaningless in the context of
>>> mixed models.
>>>
>>> Gelman & Pardoe's formula summarizes the fit at each level in the model
>>> separately. This has more intuitive appeal, especially since I tend to
>>> fit
>>> models containing fixed effects at the group level.
>>>>
>>>> In other words, what's the purpose?  What aspect of the R^2 for a
>>>> linear model are you trying to generalize?
>>>>
>>>> I'm sorry if I sound argumentative but discussions like this sometimes
>>>> frustrate me.  A linear mixed model does not behave exactly like a
>>>> linear model without random effects so a measure that may be
>>>> appropriate for the linear model does not necessarily generalize.
>>>>
>>>> In a linear model the R^2 statistic is a dimensionless comparison of
>>>> the quality of the current model fit, as measured by the residual sum
>
> I have been following this discussion with great interest, and don't pretend
> to have any answers.  But, isn't all this only a problem for a MIXED model?
> That is, if you made all your variables random effects, then proportion of
> variation due to X (in the given population at the given time, yada yada)
> again becomes meaningful?
>
> In the genetics context, where we are usually interested in the random
> effects, the "R2" for a given random effect often does strange things
> depending on which fixed effects one conditions on.
>
> Another 2c.  David Duffy
>
> --
> | David Duffy (MBBS PhD)                                         ,-_|\
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